+193.4%
B vs EMR
+268.7%
-75.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | +2.3% | +3.1% | -0.7% | +1.8% |
| 30D | +1.4% | -3.5% | +4.9% | +2.0% |
| 3M | +12.2% | +9.8% | +2.4% | +10.3% |
| 6M | -2.1% | +10.8% | -12.9% | -3.9% |
| YTD | +2.9% | +15.9% | -13.0% | +0.7% |
| 1Y | +55.3% | +16.4% | +38.9% | +51.7% |
| 3Y | +198.7% | +62.1% | +136.6% | +177.4% |
| 5Y | +153.8% | +62.9% | +90.9% | +133.5% |
| 10Y | +193.4% | +267.8% | -74.3% | +155.1% |
| All | +193.4% | +268.7% | -75.3% | +155.1% |
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