+737.9%
BE vs EMR
+193.4%
+544.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.3% | +13.3% | +13.3% |
| 7D | +4.5% | -2.0% | +6.5% | +7.7% |
| 30D | -20.1% | +2.8% | -23.0% | -21.4% |
| 3M | -0.8% | +2.0% | -2.8% | -1.7% |
| 6M | -26.2% | +20.7% | -46.9% | -37.7% |
| YTD | +141.1% | +27.3% | +113.8% | +91.0% |
| 1Y | +64.8% | +31.0% | +33.8% | +28.9% |
| 3Y | +1,887.4% | +103.6% | +1,783.8% | +885.5% |
| 5Y | +518.1% | +88.6% | +429.5% | +233.3% |
| All | +737.9% | +193.4% | +544.5% | +139.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling