-63.9%
XYZ vs EME
+358.3%
-422.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +0.7% |
| 7D | +12.1% | -10.5% | +22.6% | +16.7% |
| 30D | +12.4% | -22.4% | +34.8% | +25.3% |
| 3M | +8.2% | -24.7% | +32.9% | +21.4% |
| 6M | +20.7% | -35.5% | +56.1% | +45.1% |
| YTD | +31.3% | -0.3% | +31.7% | +17.2% |
| 1Y | +20.5% | -6.7% | +27.2% | +12.1% |
| 3Y | +72.6% | +190.6% | -118.0% | -45.9% |
| All | -63.9% | +358.3% | -422.2% | -94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling