+200.5%
B vs EMR
+319.4%
-118.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +3.4% |
| 7D | +11.3% | +2.1% | +9.2% | +10.9% |
| 30D | +2.9% | +4.8% | -1.8% | +2.1% |
| 3M | -2.9% | +7.5% | -10.3% | -4.2% |
| 6M | -1.2% | +20.9% | -22.1% | -4.5% |
| YTD | -1.3% | +29.2% | -30.5% | -5.3% |
| 1Y | +30.4% | +33.0% | -2.6% | +24.8% |
| 3Y | +195.3% | +109.8% | +85.5% | +165.8% |
| 5Y | +146.2% | +91.9% | +54.3% | +122.2% |
| 10Y | +200.5% | +301.5% | -101.0% | +195.2% |
| All | +200.5% | +319.4% | -118.9% | +195.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling