+1,458.7%
ET vs EME
+4,027.0%
-2,568.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | +7.5% | -8.3% | +15.7% | +10.5% |
| 3M | +11.4% | -10.7% | +22.2% | +13.9% |
| 6M | +18.5% | +1.9% | +16.6% | +14.4% |
| YTD | +37.4% | +23.5% | +13.9% | +22.6% |
| 1Y | +30.9% | +18.0% | +13.0% | +16.8% |
| 3Y | +98.7% | +236.1% | -137.4% | +13.4% |
| 5Y | +230.7% | +527.9% | -297.2% | +44.2% |
| 10Y | +175.6% | +1,252.8% | -1,077.2% | -11.9% |
| All | +1,458.7% | +4,027.0% | -2,568.3% | +225.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling