+7.4%
EQT vs EME
+21.8%
-14.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -1.7% |
| 7D | -2.0% | +3.5% | -5.5% | -2.0% |
| 30D | 0.0% | -6.3% | +6.3% | +0.1% |
| 3M | +5.9% | -3.8% | +9.7% | +6.0% |
| 6M | -14.8% | +8.5% | -23.3% | -15.6% |
| YTD | +1.8% | +27.8% | -26.0% | -0.4% |
| 1Y | +7.4% | +22.2% | -14.9% | +3.5% |
| All | +7.4% | +21.8% | -14.5% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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