+104.7%
COST vs EMR
+62.1%
+42.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -2.5% | -1.2% | -1.3% | -2.2% |
| 30D | -4.4% | -9.4% | +5.0% | -2.4% |
| 3M | -8.1% | +8.6% | -16.7% | -10.2% |
| 6M | -9.2% | +6.7% | -15.9% | -11.4% |
| YTD | +5.1% | +13.1% | -8.0% | +0.2% |
| 1Y | -5.1% | +12.7% | -17.8% | -9.8% |
| 3Y | +70.4% | +58.1% | +12.3% | +38.9% |
| 5Y | +104.7% | +63.6% | +41.1% | +59.5% |
| All | +104.7% | +62.1% | +42.6% | +59.5% |
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