+90.2%
EMR vs EFV
+93.2%
-3.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.3% |
| 7D | +2.8% | +2.5% | +0.3% | +0.4% |
| 30D | +3.7% | +2.9% | +0.7% | +0.9% |
| 3M | +2.0% | -1.4% | +3.5% | +3.4% |
| 6M | +22.1% | +5.5% | +16.6% | +16.0% |
| YTD | +27.2% | +16.1% | +11.2% | +11.1% |
| 1Y | +32.0% | +20.3% | +11.8% | +11.6% |
| 3Y | +103.3% | +90.4% | +12.8% | +13.0% |
| All | +90.2% | +93.2% | -3.0% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling