+280.4%
EMR vs A
+302.9%
-22.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +2.8% | -0.5% | +3.3% | +3.1% |
| 30D | +3.7% | 0.0% | +3.7% | +3.7% |
| 3M | +2.0% | +16.7% | -14.7% | -5.9% |
| 6M | +22.1% | +54.8% | -32.7% | -3.3% |
| YTD | +27.2% | +28.8% | -1.6% | +10.3% |
| 1Y | +32.0% | +19.3% | +12.7% | +19.0% |
| 3Y | +103.3% | +65.5% | +37.7% | +49.1% |
| 5Y | +88.2% | +12.1% | +76.2% | +65.6% |
| All | +280.4% | +302.9% | -22.5% | +72.7% |
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