+465.4%
BE vs EMR
+91.0%
+374.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +4.4% | +7.5% | +7.2% |
| 7D | -1.2% | +2.1% | -3.4% | -2.6% |
| 30D | -30.9% | +4.8% | -35.6% | -33.3% |
| 3M | -11.6% | +7.5% | -19.1% | -17.2% |
| 6M | -25.7% | +20.9% | -46.6% | -37.8% |
| YTD | +123.1% | +29.2% | +94.0% | +72.5% |
| 1Y | +43.4% | +33.0% | +10.4% | +9.5% |
| 3Y | +1,683.6% | +109.8% | +1,573.9% | +729.4% |
| 5Y | +465.4% | +91.9% | +373.5% | +179.6% |
| All | +465.4% | +91.0% | +374.4% | +179.6% |
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