+281.9%
EMR vs ED
+106.7%
+175.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.6% |
| 7D | +3.1% | +0.5% | +2.5% | +3.0% |
| 30D | -3.5% | +1.1% | -4.6% | -3.8% |
| 3M | +9.8% | +4.6% | +5.1% | +8.6% |
| 6M | +10.8% | -2.0% | +12.8% | +10.9% |
| YTD | +15.9% | +11.7% | +4.2% | +12.8% |
| 1Y | +16.4% | +15.7% | +0.7% | +12.2% |
| 3Y | +62.1% | +34.4% | +27.7% | +47.5% |
| 5Y | +62.9% | +67.3% | -4.4% | +39.2% |
| All | +281.9% | +106.7% | +175.2% | +218.2% |
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