+1,267.0%
BE vs EMR
+62.6%
+1,204.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -0.4% | +10.1% | +10.1% |
| 7D | +29.8% | +3.1% | +26.7% | +26.0% |
| 30D | +26.4% | -3.5% | +29.9% | +30.8% |
| 3M | +9.3% | +9.8% | -0.4% | -0.1% |
| 6M | +105.1% | +10.8% | +94.3% | +85.3% |
| YTD | +219.0% | +15.9% | +203.1% | +173.8% |
| 1Y | +418.8% | +16.4% | +402.3% | +349.9% |
| 3Y | +1,784.6% | +62.1% | +1,722.5% | +1,065.0% |
| All | +1,267.0% | +62.6% | +1,204.4% | +724.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling