+28.0%
EMR vs ETR
+18.4%
+9.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | 0.0% | -0.1% |
| 7D | +2.7% | +1.5% | +1.2% | +2.3% |
| 30D | +2.1% | +6.6% | -4.5% | +0.8% |
| 3M | +2.3% | +4.4% | -2.2% | +1.4% |
| 6M | +22.5% | -0.3% | +22.8% | +22.6% |
| YTD | +27.2% | +23.3% | +3.9% | +15.2% |
| 1Y | +28.0% | +18.9% | +9.2% | +19.1% |
| All | +28.0% | +18.4% | +9.6% | +19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling