+555.9%
XYZ vs EME
+1,322.3%
-766.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.3% | -3.1% | -1.4% |
| 7D | -2.2% | +4.3% | -6.5% | -4.2% |
| 30D | +11.6% | -14.4% | +26.0% | +18.6% |
| 3M | +8.4% | -18.3% | +26.7% | +17.0% |
| 6M | +17.2% | -28.3% | +45.5% | +32.5% |
| YTD | +31.7% | +9.2% | +22.5% | +15.9% |
| 1Y | +30.1% | +4.3% | +25.8% | +17.2% |
| 3Y | +66.4% | +218.6% | -152.2% | -26.0% |
| 5Y | -62.2% | +421.0% | -483.2% | -87.4% |
| 10Y | +621.5% | +928.3% | -306.8% | +60.9% |
| All | +555.9% | +1,322.3% | -766.5% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling