+772.1%
EMR vs EFV
+249.2%
+522.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | -0.3% |
| 7D | +2.8% | +2.5% | +0.3% | +0.5% |
| 30D | +3.7% | +2.9% | +0.7% | +1.0% |
| 3M | +2.0% | -1.4% | +3.5% | +3.4% |
| 6M | +22.1% | +5.5% | +16.6% | +16.3% |
| YTD | +27.2% | +16.1% | +11.2% | +11.5% |
| 1Y | +32.0% | +20.3% | +11.8% | +12.1% |
| 3Y | +103.3% | +90.4% | +12.8% | +13.1% |
| 5Y | +88.2% | +93.5% | -5.3% | +2.9% |
| 10Y | +280.4% | +161.5% | +118.9% | +64.4% |
| All | +772.1% | +249.2% | +522.9% | +196.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling