+16.4%
EMR vs ED
+14.2%
+2.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.1% |
| 7D | +3.1% | +0.5% | +2.5% | +3.2% |
| 30D | -3.5% | +1.1% | -4.6% | -3.2% |
| 3M | +9.8% | +4.6% | +5.1% | +11.5% |
| 6M | +10.8% | -2.0% | +12.8% | +10.4% |
| YTD | +15.9% | +11.7% | +4.2% | +19.1% |
| 1Y | +16.4% | +15.7% | +0.7% | +16.9% |
| All | +16.4% | +14.2% | +2.2% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling