+24.0%
B vs EMR
+32.0%
-8.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.4% | -0.2% | +1.2% |
| 7D | +11.3% | +2.1% | +9.2% | +9.6% |
| 30D | +2.9% | +4.8% | -1.8% | -0.3% |
| 3M | -2.9% | +7.5% | -10.3% | -7.9% |
| 6M | -1.2% | +20.9% | -22.1% | -14.1% |
| YTD | -1.3% | +29.2% | -30.5% | -18.1% |
| All | +24.0% | +32.0% | -8.0% | +1.3% |
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