+55.3%
BE vs EMR
+25.6%
+29.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.4% | -8.8% | -9.1% |
| 7D | -12.1% | +1.6% | -13.8% | -13.8% |
| 30D | -30.1% | +5.0% | -35.1% | -33.6% |
| 3M | -12.1% | +7.7% | -19.8% | -19.2% |
| 6M | -30.6% | +26.8% | -57.3% | -46.3% |
| YTD | +130.6% | +29.9% | +100.8% | +53.2% |
| 1Y | +55.3% | +25.7% | +29.6% | +10.5% |
| All | +55.3% | +25.6% | +29.6% | +10.5% |
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 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