+1,163.5%
C vs EMR
+4,039.8%
-2,876.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.6% |
| 7D | +3.6% | -1.5% | +5.1% | +4.7% |
| 30D | +0.1% | -5.6% | +5.7% | +4.2% |
| 3M | +2.4% | +7.9% | -5.5% | -4.1% |
| 6M | +24.9% | +6.0% | +18.9% | +17.4% |
| YTD | +19.8% | +16.4% | +3.4% | +4.2% |
| 1Y | +44.9% | +16.6% | +28.2% | +25.0% |
| 3Y | +263.0% | +62.9% | +200.1% | +136.1% |
| 5Y | +129.5% | +60.1% | +69.4% | +47.6% |
| 10Y | +291.6% | +268.8% | +22.9% | +32.2% |
| All | +1,163.5% | +4,039.8% | -2,876.3% | +0.9% |
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