+591.5%
EWT vs EME
+14,863.5%
-14,272.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +1.0% |
| 7D | +2.1% | +2.7% | -0.6% | +1.1% |
| 30D | +9.4% | -6.8% | +16.2% | +11.9% |
| 3M | +10.9% | -8.8% | +19.7% | +13.8% |
| 6M | +57.9% | +5.0% | +53.0% | +54.3% |
| YTD | +75.9% | +23.5% | +52.4% | +62.0% |
| 1Y | +89.7% | +21.3% | +68.4% | +73.8% |
| 3Y | +200.9% | +241.1% | -40.2% | +86.1% |
| 5Y | +154.5% | +549.2% | -394.7% | +23.2% |
| 10Y | +520.8% | +1,306.4% | -785.6% | +111.3% |
| All | +591.5% | +14,863.5% | -14,272.0% | +16.5% |
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