+65.2%
EFA vs EMR
+103.4%
-38.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.1% | +0.1% |
| 7D | +2.2% | +2.8% | -0.6% | +1.4% |
| 30D | +1.4% | +3.7% | -2.3% | +0.3% |
| 3M | -4.2% | +2.0% | -6.2% | -4.8% |
| 6M | +1.9% | +22.1% | -20.2% | -4.3% |
| YTD | +10.2% | +27.2% | -17.0% | +1.6% |
| 1Y | +12.8% | +32.0% | -19.2% | +2.9% |
| 3Y | +65.2% | +103.3% | -38.1% | +29.7% |
| All | +65.2% | +103.4% | -38.2% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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