+280.4%
EMR vs ED
+147.1%
+133.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | -0.2% |
| 7D | +2.8% | +2.1% | +0.8% | +2.5% |
| 30D | +3.7% | +10.4% | -6.7% | +1.7% |
| 3M | +2.0% | +12.5% | -10.5% | -0.3% |
| 6M | +22.1% | +14.9% | +7.2% | +18.6% |
| YTD | +27.2% | +24.8% | +2.4% | +21.0% |
| 1Y | +32.0% | +23.8% | +8.2% | +25.7% |
| 3Y | +103.3% | +51.6% | +51.6% | +80.0% |
| 5Y | +88.2% | +86.4% | +1.8% | +56.9% |
| All | +280.4% | +147.1% | +133.3% | +217.5% |
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