+35.8%
XYZ vs EME
+3.0%
+32.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.8% |
| 7D | -1.1% | +8.4% | -9.4% | -0.9% |
| 30D | +11.5% | -11.5% | +23.0% | +11.2% |
| 3M | +1.8% | -20.6% | +22.4% | +1.9% |
| 6M | +21.2% | -28.5% | +49.7% | +21.8% |
| YTD | +29.9% | +8.0% | +21.9% | +22.8% |
| 1Y | +35.8% | +6.8% | +29.0% | +28.5% |
| All | +35.8% | +3.0% | +32.8% | +28.5% |
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