+97.9%
EWT vs EMR
+19.4%
+78.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.0% |
| 7D | +4.0% | -1.5% | +5.5% | +4.7% |
| 30D | +10.3% | -5.6% | +15.9% | +13.2% |
| 3M | +6.1% | +7.9% | -1.9% | +2.3% |
| 6M | +56.6% | +6.0% | +50.6% | +50.0% |
| YTD | +76.6% | +16.4% | +60.1% | +62.3% |
| 1Y | +97.9% | +16.6% | +81.2% | +80.6% |
| All | +97.9% | +19.4% | +78.4% | +80.6% |
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