+280.0%
EMR vs ED
+136.7%
+143.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.3% |
| 7D | +0.7% | +2.1% | -1.4% | +0.3% |
| 30D | +3.5% | +12.4% | -8.9% | +1.2% |
| 3M | +5.9% | +13.1% | -7.2% | +3.4% |
| 6M | +19.4% | +14.1% | +5.4% | +16.1% |
| YTD | +27.7% | +23.1% | +4.6% | +21.8% |
| 1Y | +30.9% | +25.4% | +5.5% | +24.2% |
| 3Y | +104.2% | +47.9% | +56.3% | +81.9% |
| 5Y | +89.6% | +81.9% | +7.7% | +58.9% |
| 10Y | +280.0% | +141.3% | +138.8% | +216.7% |
| All | +280.0% | +136.7% | +143.3% | +216.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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