-8.8%
EME vs XE
-23.2%
+14.4%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -9.9% | +7.4% | -0.6% |
| 7D | +2.7% | -4.6% | +7.4% | +3.5% |
| 30D | -6.8% | -16.4% | +9.6% | -4.1% |
| 3M | -8.8% | -15.5% | +6.7% | -11.3% |
| All | -8.8% | -23.2% | +14.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 3mo: compounded portfolio wealth divided by compounded XE 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…
3mo analysis · Full analysis span regression · Available span rolling