+273.0%
EMR vs EFV
+169.9%
+103.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.4% |
| 7D | -0.4% | -0.8% | +0.4% | +0.5% |
| 30D | -6.8% | +0.6% | -7.4% | -7.4% |
| 3M | +7.5% | +7.5% | -0.1% | -0.8% |
| 6M | +9.9% | +13.0% | -3.2% | -3.6% |
| YTD | +16.0% | +18.3% | -2.3% | -3.1% |
| 1Y | +12.4% | +26.7% | -14.3% | -12.8% |
| 3Y | +60.2% | +89.6% | -29.3% | -20.8% |
| 5Y | +67.9% | +98.2% | -30.4% | -21.7% |
| All | +273.0% | +169.9% | +103.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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