+62.1%
EMR vs ETR
+153.2%
-91.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.7% |
| 7D | +3.1% | +1.4% | +1.7% | +2.7% |
| 30D | -3.5% | +1.9% | -5.4% | -4.0% |
| 3M | +9.8% | +1.0% | +8.8% | +9.4% |
| 6M | +10.8% | +4.8% | +5.9% | +9.0% |
| YTD | +15.9% | +19.5% | -3.6% | +9.9% |
| 1Y | +16.4% | +28.1% | -11.7% | +8.5% |
| 3Y | +62.1% | +151.1% | -89.0% | +31.2% |
| All | +62.1% | +153.2% | -91.1% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling