+280.4%
EMR vs ETR
+378.9%
-98.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.8% | +1.2% | +1.7% | +2.4% |
| 30D | +3.7% | +7.0% | -3.4% | +0.9% |
| 3M | +2.0% | +4.6% | -2.6% | +0.1% |
| 6M | +22.1% | +0.1% | +22.0% | +21.7% |
| YTD | +27.2% | +23.2% | +4.1% | +15.7% |
| 1Y | +32.0% | +20.6% | +11.4% | +21.1% |
| 3Y | +103.3% | +156.3% | -53.0% | +32.1% |
| 5Y | +88.2% | +159.6% | -71.4% | +19.8% |
| All | +280.4% | +378.9% | -98.6% | +148.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling