+570.7%
EME vs DTE
+30.3%
+540.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.6% |
| 7D | +3.5% | -2.6% | +6.1% | +4.1% |
| 30D | -6.3% | -4.4% | -1.9% | -5.4% |
| 3M | -3.8% | -8.3% | +4.6% | -2.2% |
| 6M | +8.5% | -8.1% | +16.6% | +10.1% |
| YTD | +27.8% | +4.4% | +23.4% | +25.5% |
| 1Y | +22.2% | +0.2% | +22.0% | +21.3% |
| 3Y | +253.5% | +42.6% | +210.9% | +210.3% |
| All | +570.7% | +30.3% | +540.4% | +491.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling