-5.5%
ETN vs EMR
+25.6%
-31.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +2.4% | -12.3% | -11.6% |
| 7D | -10.1% | +1.6% | -11.8% | -11.3% |
| 30D | -18.4% | +5.0% | -23.4% | -21.2% |
| 3M | -20.4% | +7.7% | -28.1% | -24.7% |
| 6M | -16.0% | +26.8% | -42.7% | -28.0% |
| YTD | +11.8% | +29.9% | -18.1% | -8.4% |
| 1Y | -5.5% | +25.7% | -31.2% | -20.8% |
| All | -5.5% | +25.6% | -31.1% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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