+60,798.0%
EME vs DTE
+2,369.4%
+58,428.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.6% | -2.0% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -6.8% | -0.5% | -6.3% | -6.5% |
| 3M | -8.8% | -6.0% | -2.8% | -6.5% |
| 6M | +5.0% | -7.2% | +12.2% | +8.0% |
| YTD | +23.5% | +7.2% | +16.3% | +18.5% |
| 1Y | +21.3% | +4.1% | +17.3% | +17.9% |
| 3Y | +241.1% | +46.9% | +194.2% | +172.8% |
| 5Y | +549.2% | +32.9% | +516.3% | +438.7% |
| 10Y | +1,306.4% | +144.5% | +1,161.9% | +731.7% |
| All | +60,798.0% | +2,369.4% | +58,428.6% | +15,505.6% |
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