+3,912.1%
EMR vs ED
+2,217.3%
+1,694.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.2% |
| 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% | +6.0% |
| 6M | +6.0% | -3.0% | +9.1% | +6.7% |
| YTD | +16.4% | +10.7% | +5.8% | +10.9% |
| 1Y | +16.6% | +13.3% | +3.3% | +9.7% |
| 3Y | +62.9% | +34.5% | +28.4% | +39.3% |
| 5Y | +60.1% | +67.1% | -7.0% | +23.4% |
| 10Y | +268.7% | +103.0% | +165.7% | +145.8% |
| All | +3,912.1% | +2,217.3% | +1,694.8% | +803.1% |
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