+238.8%
EQX vs EME
+1,267.3%
-1,028.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.8% |
| 7D | -3.2% | +3.5% | -6.7% | -3.9% |
| 30D | +7.8% | -6.3% | +14.1% | +8.9% |
| 3M | +21.3% | -3.8% | +25.1% | +21.5% |
| 6M | -22.4% | +8.5% | -30.9% | -23.8% |
| YTD | -11.3% | +27.8% | -39.1% | -15.2% |
| 1Y | +13.5% | +22.2% | -8.7% | +8.8% |
| 3Y | +162.1% | +253.5% | -91.3% | +108.0% |
| 5Y | +84.2% | +578.6% | -494.4% | +30.3% |
| All | +238.8% | +1,267.3% | -1,028.5% | +310.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling