+62.1%
EMR vs ED
+35.7%
+26.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +1.5% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -5.6% | -0.1% | -5.5% | -5.6% |
| 3M | +7.9% | +3.9% | +4.0% | +8.7% |
| 6M | +6.0% | -3.0% | +9.1% | +5.7% |
| YTD | +16.4% | +10.7% | +5.8% | +18.1% |
| 1Y | +16.6% | +13.3% | +3.3% | +18.6% |
| All | +62.1% | +35.7% | +26.4% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling