+63.6%
EMR vs ET
+241.7%
-178.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -1.2% | +1.4% | -2.6% | -1.8% |
| 30D | -9.4% | +4.6% | -14.0% | -11.2% |
| 3M | +8.6% | +16.0% | -7.5% | +1.4% |
| 6M | +6.7% | +22.8% | -16.1% | -3.5% |
| YTD | +13.1% | +38.9% | -25.8% | -3.6% |
| 1Y | +12.7% | +34.1% | -21.3% | -2.4% |
| 3Y | +58.1% | +98.8% | -40.7% | +14.4% |
| 5Y | +63.6% | +246.8% | -183.2% | -1.6% |
| All | +63.6% | +241.7% | -178.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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