+179.3%
EXE vs EME
+720.6%
-541.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.3% |
| 7D | -1.8% | +5.2% | -6.9% | -3.0% |
| 30D | +6.4% | -5.4% | +11.8% | +7.6% |
| 3M | +9.2% | -6.1% | +15.3% | +10.0% |
| 6M | -7.0% | +9.7% | -16.6% | -11.1% |
| YTD | -9.5% | +26.6% | -36.0% | -17.6% |
| 1Y | +6.2% | +24.6% | -18.4% | -4.6% |
| 3Y | +20.7% | +249.6% | -228.9% | -31.6% |
| 5Y | +103.6% | +556.6% | -452.9% | -18.8% |
| All | +179.3% | +720.6% | -541.3% | +1.9% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling