+281.9%
EMR vs A
+241.5%
+40.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.9% |
| 7D | +3.1% | -2.1% | +5.1% | +4.1% |
| 30D | -3.5% | +0.6% | -4.1% | -4.0% |
| 3M | +9.8% | +10.9% | -1.1% | +3.8% |
| 6M | +10.8% | +28.2% | -17.4% | -3.6% |
| YTD | +15.9% | +8.6% | +7.4% | +9.6% |
| 1Y | +16.4% | +15.5% | +0.9% | +6.1% |
| 3Y | +62.1% | +31.8% | +30.3% | +33.2% |
| 5Y | +62.9% | -14.9% | +77.8% | +66.3% |
| All | +281.9% | +241.5% | +40.4% | +76.7% |
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