+125.6%
EMB vs DTE
+633.4%
-507.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -0.9% | +3.4% | -4.3% | -1.4% |
| 30D | +0.4% | +8.9% | -8.5% | -1.0% |
| 3M | -3.1% | +1.1% | -4.2% | -3.3% |
| 6M | -2.1% | +0.1% | -2.1% | -2.2% |
| YTD | -1.1% | +11.1% | -12.1% | -3.0% |
| 1Y | -0.1% | +4.9% | -5.0% | -1.1% |
| 3Y | +29.6% | +58.6% | -29.0% | +19.3% |
| 5Y | +7.2% | +47.3% | -40.1% | -0.5% |
| 10Y | +35.5% | +151.3% | -115.9% | +14.8% |
| All | +125.6% | +633.4% | -507.8% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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