+263.6%
EMR vs ETR
+298.4%
-34.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | -1.2% | -1.9% | +0.7% | -0.5% |
| 30D | -9.4% | -0.2% | -9.2% | -9.4% |
| 3M | +8.6% | -3.7% | +12.3% | +10.1% |
| 6M | +6.7% | +2.1% | +4.6% | +5.1% |
| YTD | +13.1% | +16.5% | -3.4% | +5.3% |
| 1Y | +12.7% | +22.5% | -9.8% | +2.8% |
| 3Y | +58.1% | +144.7% | -86.6% | +5.3% |
| 5Y | +63.6% | +125.2% | -61.6% | +11.6% |
| All | +263.6% | +298.4% | -34.7% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ETR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling