+14.4%
FIX vs EME
-3.1%
+17.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -9.6% | -5.4% | -3.8% |
| 7D | -18.9% | -5.8% | -13.1% | -12.3% |
| 30D | -36.3% | -17.9% | -18.4% | -19.1% |
| 3M | -38.5% | -22.0% | -16.5% | -17.0% |
| 6M | -42.3% | -29.7% | -12.6% | -8.7% |
| YTD | +17.1% | +4.7% | +12.4% | +8.5% |
| 1Y | +14.4% | -2.1% | +16.5% | +17.0% |
| All | +14.4% | -3.1% | +17.5% | +17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling