+513.6%
EWT vs EME
+1,362.1%
-848.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.5% |
| 7D | -1.1% | +3.5% | -4.6% | -2.2% |
| 30D | +4.5% | -6.3% | +10.8% | +6.4% |
| 3M | +8.3% | -3.8% | +12.0% | +9.0% |
| 6M | +54.2% | +8.5% | +45.7% | +49.9% |
| YTD | +74.6% | +27.8% | +46.8% | +61.4% |
| 1Y | +84.9% | +22.2% | +62.7% | +71.5% |
| 3Y | +197.5% | +253.5% | -55.9% | +97.9% |
| 5Y | +150.6% | +578.6% | -428.0% | +35.7% |
| All | +513.6% | +1,362.1% | -848.5% | +170.6% |
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