+668.0%
BE vs EMR
+193.3%
+474.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -5.0% | -5.0% |
| 7D | +10.8% | +2.8% | +8.0% | +8.0% |
| 30D | -19.8% | +3.7% | -23.4% | -21.8% |
| 3M | -18.7% | +2.0% | -20.8% | -19.4% |
| 6M | -33.7% | +22.1% | -55.9% | -44.7% |
| YTD | +121.0% | +27.2% | +93.7% | +75.1% |
| 1Y | +85.4% | +32.0% | +53.4% | +43.1% |
| 3Y | +1,709.5% | +103.3% | +1,606.3% | +798.8% |
| 5Y | +462.2% | +88.2% | +374.0% | +203.8% |
| All | +668.0% | +193.3% | +474.7% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling