+50.9%
XYZ vs EME
+249.1%
-198.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.5% | -5.7% | -4.1% |
| 7D | +2.9% | +5.2% | -2.3% | +1.0% |
| 30D | +1.4% | -5.4% | +6.7% | +3.1% |
| 3M | +14.6% | -6.1% | +20.7% | +15.6% |
| 6M | +20.8% | +9.7% | +11.1% | +13.2% |
| YTD | +23.1% | +26.6% | -3.5% | +5.8% |
| 1Y | +5.6% | +24.6% | -19.0% | -10.6% |
| 3Y | +50.9% | +249.6% | -198.7% | -31.3% |
| All | +50.9% | +249.1% | -198.2% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling