+104.9%
EXE vs EME
+545.9%
-441.0%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.1% |
| 7D | -2.7% | +2.7% | -5.4% | -3.3% |
| 30D | -0.4% | -6.8% | +6.4% | +1.0% |
| 3M | +9.5% | -8.8% | +18.3% | +11.0% |
| 6M | -9.3% | +5.0% | -14.3% | -12.2% |
| YTD | -10.9% | +23.5% | -34.4% | -18.1% |
| 1Y | +4.3% | +21.3% | -17.0% | -5.3% |
| 3Y | +18.8% | +241.1% | -222.2% | -30.9% |
| All | +104.9% | +545.9% | -441.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling