+6.8%
EME vs RBA
-5.8%
+12.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.5% |
| 7D | +8.4% | +1.7% | +6.6% | +8.4% |
| 30D | -11.5% | +8.3% | -19.8% | -11.3% |
| 3M | -20.6% | +10.5% | -31.2% | -20.4% |
| 6M | -28.5% | -5.9% | -22.6% | -29.3% |
| YTD | +8.0% | -6.9% | +14.9% | +3.5% |
| 1Y | +6.8% | -4.9% | +11.6% | +1.4% |
| All | +6.8% | -5.8% | +12.6% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling