+197.5%
EWT vs EME
+252.2%
-54.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.4% |
| 7D | -1.1% | +3.5% | -4.6% | -2.3% |
| 30D | +4.5% | -6.3% | +10.8% | +6.6% |
| 3M | +8.3% | -3.8% | +12.0% | +9.1% |
| 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% | +70.9% |
| 3Y | +197.5% | +253.5% | -55.9% | +118.6% |
| All | +197.5% | +252.2% | -54.7% | +118.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling