+4,350.5%
EMR vs ED
+2,457.0%
+1,893.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.5% |
| 7D | +2.1% | -0.1% | +2.2% | +2.1% |
| 30D | +4.8% | +11.6% | -6.8% | +0.3% |
| 3M | +7.5% | +10.5% | -3.1% | +3.2% |
| 6M | +20.9% | +13.2% | +7.6% | +14.5% |
| YTD | +29.2% | +22.1% | +7.0% | +18.3% |
| 1Y | +33.0% | +24.2% | +8.8% | +20.8% |
| 3Y | +109.8% | +46.9% | +62.8% | +73.3% |
| 5Y | +91.9% | +80.8% | +11.1% | +43.7% |
| 10Y | +301.5% | +134.3% | +167.3% | +152.4% |
| All | +4,350.5% | +2,457.0% | +1,893.5% | +862.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling