+199.8%
EWT vs EMR
+60.1%
+139.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.7% |
| 7D | +2.1% | +0.9% | +1.2% | +1.7% |
| 30D | +9.4% | -5.0% | +14.3% | +11.7% |
| 3M | +10.9% | +5.9% | +5.0% | +8.0% |
| 6M | +57.9% | +7.3% | +50.6% | +52.6% |
| YTD | +75.9% | +14.6% | +61.4% | +64.6% |
| 1Y | +89.7% | +15.6% | +74.1% | +76.2% |
| All | +199.8% | +60.1% | +139.7% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling