+9,884.5%
ETN vs EME
+63,295.5%
-53,411.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.3% | -0.4% | +2.3% |
| 7D | +3.5% | +3.5% | 0.0% | +2.2% |
| 30D | -7.5% | -6.3% | -1.2% | -5.1% |
| 3M | +8.3% | -3.8% | +12.1% | +9.8% |
| 6M | +20.2% | +8.5% | +11.7% | +16.6% |
| YTD | +34.7% | +27.8% | +6.9% | +22.4% |
| 1Y | +19.4% | +22.2% | -2.8% | +9.4% |
| 3Y | +85.5% | +253.5% | -168.0% | +15.2% |
| 5Y | +186.6% | +578.6% | -392.0% | +40.2% |
| 10Y | +724.7% | +1,355.6% | -630.9% | +205.4% |
| All | +9,884.5% | +63,295.5% | -53,411.0% | +2,238.2% |
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