+35.8%
EQT vs EME
+237.6%
-201.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -1.2% | +0.9% | -2.1% | -1.4% |
| 30D | +1.1% | -8.4% | +9.5% | +2.8% |
| 3M | +4.8% | -3.6% | +8.4% | +4.6% |
| 6M | -10.6% | +3.6% | -14.1% | -13.1% |
| YTD | +3.4% | +22.5% | -19.1% | -4.9% |
| 1Y | +8.7% | +18.2% | -9.5% | -1.1% |
| All | +35.8% | +237.6% | -201.8% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling