+60.2%
EMR vs EFV
+90.5%
-30.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | +0.3% |
| 7D | +3.1% | +1.0% | +2.1% | +2.0% |
| 30D | -3.5% | +0.2% | -3.7% | -3.7% |
| 3M | +9.8% | +9.6% | +0.2% | 0.0% |
| 6M | +10.8% | +14.0% | -3.2% | -2.5% |
| YTD | +15.9% | +18.5% | -2.5% | -1.5% |
| 1Y | +16.4% | +27.9% | -11.5% | -7.7% |
| All | +60.2% | +90.5% | -30.3% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling