+125.2%
ETR vs EMB
+7.3%
+117.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | +1.9% | -0.5% | +2.4% | +2.2% |
| 3M | +1.0% | +0.3% | +0.7% | +0.8% |
| 6M | +4.8% | +1.2% | +3.7% | +4.0% |
| YTD | +19.5% | +1.5% | +18.1% | +18.3% |
| 1Y | +28.1% | +4.8% | +23.3% | +24.1% |
| 3Y | +151.1% | +30.4% | +120.8% | +111.6% |
| 5Y | +125.2% | +7.3% | +117.9% | +106.4% |
| All | +125.2% | +7.3% | +117.8% | +106.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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