-67.5%
XYZ vs EME
+549.2%
-616.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.6% |
| 7D | -1.0% | +1.9% | -2.9% | -1.9% |
| 30D | -1.7% | -8.3% | +6.6% | +2.3% |
| 3M | +16.7% | -10.7% | +27.5% | +21.1% |
| 6M | +26.9% | +1.9% | +25.0% | +20.3% |
| YTD | +27.1% | +23.5% | +3.7% | +4.8% |
| 1Y | +9.3% | +18.0% | -8.7% | -9.9% |
| 3Y | +42.3% | +236.1% | -193.8% | -53.6% |
| All | -67.5% | +549.2% | -616.7% | -95.1% |
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