+65.8%
EMR vs ETR
+122.8%
-56.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.8% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | -5.0% | +2.0% | -7.0% | -5.6% |
| 3M | +5.9% | -1.7% | +7.6% | +6.3% |
| 6M | +7.3% | +3.6% | +3.7% | +5.5% |
| YTD | +14.6% | +18.0% | -3.5% | +7.5% |
| 1Y | +15.6% | +26.2% | -10.6% | +6.0% |
| 3Y | +60.2% | +148.0% | -87.8% | +13.8% |
| 5Y | +65.8% | +126.1% | -60.2% | +16.5% |
| All | +65.8% | +122.8% | -56.9% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling