+309.8%
BE vs EMR
+15.3%
+294.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +2.6% | +4.1% | +3.7% |
| 7D | +9.0% | -0.4% | +9.5% | +9.7% |
| 30D | +16.3% | -6.8% | +23.0% | +26.0% |
| 3M | +10.8% | +7.5% | +3.3% | +2.0% |
| 6M | +73.2% | +9.9% | +63.3% | +54.4% |
| YTD | +217.4% | +16.0% | +201.4% | +148.5% |
| 1Y | +309.8% | +12.4% | +297.3% | +223.1% |
| All | +309.8% | +15.3% | +294.4% | +223.1% |
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