+998.2%
C vs EMR
+4,298.0%
-3,299.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -2.4% | -1.6% | -0.8% | -1.2% |
| 30D | -6.0% | +2.0% | -7.9% | -7.4% |
| 3M | -10.5% | +3.8% | -14.4% | -13.5% |
| 6M | -5.7% | +10.5% | -16.2% | -13.7% |
| YTD | +4.1% | +23.7% | -19.6% | -13.6% |
| 1Y | +20.5% | +25.4% | -4.9% | -1.2% |
| 3Y | +208.1% | +86.6% | +121.6% | +80.6% |
| 5Y | +110.4% | +83.0% | +27.4% | +22.4% |
| 10Y | +234.6% | +319.5% | -84.9% | +2.6% |
| All | +998.2% | +4,298.0% | -3,299.7% | -16.4% |
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