+173.8%
ET vs EME
+1,362.1%
-1,188.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -2.5% |
| 7D | +0.2% | +3.5% | -3.3% | -1.2% |
| 30D | +2.9% | -6.3% | +9.2% | +5.1% |
| 3M | +16.8% | -3.8% | +20.5% | +16.4% |
| 6M | +18.9% | +8.5% | +10.4% | +11.4% |
| YTD | +37.7% | +27.8% | +9.9% | +19.1% |
| 1Y | +32.4% | +22.2% | +10.2% | +14.2% |
| 3Y | +99.5% | +253.5% | -154.0% | -3.0% |
| 5Y | +244.0% | +578.6% | -334.7% | +13.5% |
| All | +173.8% | +1,362.1% | -1,188.4% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling