+62.7%
EMR vs A
-12.8%
+75.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.2% | +1.5% |
| 7D | -1.5% | -1.9% | +0.4% | -0.7% |
| 30D | -5.6% | +6.9% | -12.5% | -8.3% |
| 3M | +7.9% | +9.2% | -1.3% | +3.8% |
| 6M | +6.0% | +25.7% | -19.7% | -4.5% |
| YTD | +16.4% | +11.5% | +4.9% | +10.2% |
| 1Y | +16.6% | +18.4% | -1.7% | +7.3% |
| 3Y | +62.9% | +26.6% | +36.3% | +42.1% |
| All | +62.7% | -12.8% | +75.5% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling