+128.3%
ETR vs EME
+545.9%
-417.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -0.8% |
| 7D | +0.4% | +2.7% | -2.3% | -0.1% |
| 30D | +2.0% | -6.8% | +8.8% | +3.2% |
| 3M | -1.7% | -8.8% | +7.1% | -0.7% |
| 6M | +3.6% | +5.0% | -1.4% | +1.7% |
| YTD | +18.0% | +23.5% | -5.4% | +12.1% |
| 1Y | +26.2% | +21.3% | +4.9% | +19.1% |
| 3Y | +148.0% | +241.1% | -93.1% | +81.9% |
| All | +128.3% | +545.9% | -417.6% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling