+63.6%
EMR vs EFV
+94.1%
-30.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.0% |
| 7D | -1.2% | -2.0% | +0.8% | +0.7% |
| 30D | -9.4% | -0.2% | -9.2% | -9.3% |
| 3M | +8.6% | +9.1% | -0.6% | -0.1% |
| 6M | +6.7% | +11.7% | -5.0% | -3.6% |
| YTD | +13.1% | +17.0% | -4.0% | -2.0% |
| 1Y | +12.7% | +26.7% | -14.0% | -9.0% |
| 3Y | +58.1% | +90.2% | -32.1% | -11.7% |
| 5Y | +63.6% | +96.1% | -32.4% | -12.6% |
| All | +63.6% | +94.1% | -30.4% | -12.6% |
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