+280.6%
EMR vs A
+308.8%
-28.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -2.0% | -0.1% | -1.9% | -1.9% |
| 30D | +2.8% | +3.3% | -0.4% | +1.2% |
| 3M | +2.0% | +18.5% | -16.6% | -6.6% |
| 6M | +20.7% | +59.3% | -38.6% | -5.8% |
| YTD | +27.3% | +31.0% | -3.7% | +9.4% |
| 1Y | +31.0% | +19.3% | +11.7% | +18.1% |
| 3Y | +103.6% | +66.8% | +36.8% | +48.9% |
| 5Y | +88.6% | +15.5% | +73.1% | +63.2% |
| 10Y | +280.6% | +312.3% | -31.7% | +71.9% |
| All | +280.6% | +308.8% | -28.2% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling