+20,176.5%
ETN vs EMR
+3,972.6%
+16,203.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -0.9% |
| 7D | +6.2% | +0.9% | +5.3% | +5.7% |
| 30D | -6.7% | -5.0% | -1.7% | -3.6% |
| 3M | +3.6% | +5.9% | -2.3% | +0.3% |
| 6M | +18.3% | +7.3% | +11.0% | +13.4% |
| YTD | +31.5% | +14.6% | +16.9% | +20.1% |
| 1Y | +20.6% | +15.6% | +4.9% | +9.2% |
| 3Y | +82.5% | +60.2% | +22.4% | +34.1% |
| 5Y | +177.8% | +65.8% | +111.9% | +98.7% |
| 10Y | +705.0% | +277.4% | +427.6% | +249.7% |
| All | +20,176.5% | +3,972.6% | +16,203.8% | +3,441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling