+13.8%
FIX vs EME
-2.7%
+16.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | +0.7% |
| 7D | -13.9% | -8.8% | -5.2% | -3.1% |
| 30D | -35.5% | -18.2% | -17.3% | -17.4% |
| 3M | -33.9% | -20.2% | -13.7% | -12.6% |
| 6M | -43.3% | -29.9% | -13.4% | -9.4% |
| YTD | +18.7% | +5.7% | +12.9% | +8.1% |
| 1Y | +13.8% | -1.5% | +15.2% | +15.3% |
| All | +13.8% | -2.7% | +16.4% | +15.3% |
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