-2.1%
EME vs S
+36.5%
-38.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.6% | -11.3% | -9.6% |
| 7D | -5.8% | -8.2% | +2.4% | -5.8% |
| 30D | -17.9% | -7.6% | -10.3% | -18.0% |
| 3M | -22.0% | +12.0% | -34.0% | -21.5% |
| 6M | -29.7% | +50.6% | -80.3% | -28.9% |
| YTD | +4.7% | +56.6% | -51.9% | +6.5% |
| 1Y | -2.1% | +39.2% | -41.4% | +1.5% |
| All | -2.1% | +36.5% | -38.6% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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