+719.1%
B vs EMR
+4,298.0%
-3,578.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +9.6% | -1.6% | +11.2% | +9.9% |
| 30D | +3.5% | +2.0% | +1.6% | +3.2% |
| 3M | -1.6% | +3.8% | -5.4% | -2.2% |
| 6M | -1.7% | +10.5% | -12.2% | -3.2% |
| YTD | -5.3% | +23.7% | -29.0% | -8.3% |
| 1Y | +27.2% | +25.4% | +1.8% | +23.0% |
| 3Y | +166.1% | +86.6% | +79.6% | +140.8% |
| 5Y | +136.5% | +83.0% | +53.5% | +113.4% |
| 10Y | +172.2% | +319.5% | -147.3% | +110.4% |
| All | +719.1% | +4,298.0% | -3,578.9% | +734.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling