+178.5%
EXE vs EME
+700.4%
-521.9%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -0.3% | +1.9% | -2.1% | -0.7% |
| 30D | +8.5% | -8.3% | +16.7% | +10.5% |
| 3M | +5.5% | -10.7% | +16.2% | +7.5% |
| 6M | -5.9% | +1.9% | -7.8% | -8.2% |
| YTD | -9.7% | +23.5% | -33.2% | -17.4% |
| 1Y | +3.6% | +18.0% | -14.4% | -5.5% |
| 3Y | +18.0% | +236.1% | -218.1% | -32.2% |
| 5Y | +109.4% | +527.9% | -418.5% | -15.3% |
| All | +178.5% | +700.4% | -521.9% | +2.2% |
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