+3,471.2%
ETR vs EME
+62,686.5%
-59,215.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.3% | +0.8% |
| 7D | +1.4% | +5.2% | -3.7% | +0.6% |
| 30D | +1.9% | -5.4% | +7.2% | +2.7% |
| 3M | +1.0% | -6.1% | +7.1% | +1.4% |
| 6M | +4.8% | +9.7% | -4.8% | +2.4% |
| YTD | +19.5% | +26.6% | -7.0% | +13.9% |
| 1Y | +28.1% | +24.6% | +3.5% | +21.6% |
| 3Y | +151.1% | +249.6% | -98.4% | +98.0% |
| 5Y | +125.2% | +556.6% | -431.4% | +58.8% |
| 10Y | +291.1% | +1,286.6% | -995.5% | +139.0% |
| All | +3,471.2% | +62,686.5% | -59,215.2% | +1,438.7% |
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