+5.0%
EME vs DTE
-8.1%
+13.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.5% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -6.8% | -0.5% | -6.3% | -6.7% |
| 3M | -8.8% | -6.0% | -2.8% | -10.4% |
| 6M | +5.0% | -7.2% | +12.2% | +4.3% |
| All | +5.0% | -8.1% | +13.1% | +4.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling