+977.1%
BE vs EMR
+164.0%
+813.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -1.7% |
| 7D | +23.9% | +0.9% | +23.0% | +23.0% |
| 30D | +27.8% | -5.0% | +32.8% | +34.3% |
| 3M | +3.7% | +5.9% | -2.2% | -1.7% |
| 6M | +78.0% | +7.3% | +70.6% | +65.9% |
| YTD | +209.9% | +14.6% | +195.4% | +169.9% |
| 1Y | +389.6% | +15.6% | +374.0% | +328.9% |
| 3Y | +1,730.6% | +60.2% | +1,670.4% | +1,045.2% |
| 5Y | +1,227.8% | +65.8% | +1,162.0% | +700.4% |
| All | +977.1% | +164.0% | +813.1% | +238.0% |
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