+360.5%
BE vs EMR
+19.4%
+341.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.7% | +5.6% | +5.4% |
| 7D | +20.0% | -1.5% | +21.5% | +22.0% |
| 30D | +7.9% | -5.6% | +13.5% | +15.1% |
| 3M | -13.2% | +7.9% | -21.2% | -20.3% |
| 6M | +53.5% | +6.0% | +47.4% | +43.1% |
| YTD | +191.0% | +16.4% | +174.6% | +124.8% |
| 1Y | +360.5% | +16.6% | +343.9% | +259.7% |
| All | +360.5% | +19.4% | +341.1% | +259.7% |
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 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