+157.6%
B vs EMR
+60.6%
+97.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.8% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | +9.4% | -5.6% | +15.1% | +11.4% |
| 3M | +5.0% | +7.9% | -3.0% | +2.3% |
| 6M | -3.5% | +6.0% | -9.6% | -5.7% |
| YTD | +4.5% | +16.4% | -12.0% | +0.1% |
| 1Y | +67.8% | +16.6% | +51.2% | +60.5% |
| 3Y | +196.7% | +62.9% | +133.8% | +155.4% |
| All | +157.6% | +60.6% | +97.1% | +105.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling