+311.8%
ETR vs EMB
+126.5%
+185.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +1.5% | -0.7% | +2.2% | +1.9% |
| 30D | +6.6% | +0.5% | +6.1% | +6.3% |
| 3M | +4.4% | -2.5% | +6.9% | +6.1% |
| 6M | -0.3% | -2.0% | +1.7% | +1.0% |
| YTD | +23.3% | -0.9% | +24.2% | +24.0% |
| 1Y | +18.9% | -0.3% | +19.2% | +19.1% |
| 3Y | +155.5% | +29.2% | +126.3% | +119.3% |
| 5Y | +159.9% | +7.4% | +152.5% | +147.2% |
| 10Y | +377.6% | +35.8% | +341.8% | +311.2% |
| All | +311.8% | +126.5% | +185.3% | +288.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling