+426.6%
EMR vs ACWI
+330.0%
+96.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | -1.6% | -2.4% | +0.8% | +1.1% |
| 30D | +2.0% | -5.2% | +7.2% | +8.3% |
| 3M | +3.8% | -4.8% | +8.6% | +9.8% |
| 6M | +10.5% | -1.3% | +11.8% | +12.6% |
| YTD | +23.7% | +8.4% | +15.3% | +14.2% |
| 1Y | +25.4% | +11.0% | +14.4% | +12.9% |
| 3Y | +86.6% | +70.6% | +16.0% | +6.5% |
| 5Y | +83.0% | +55.3% | +27.7% | +15.0% |
| 10Y | +319.5% | +223.2% | +96.3% | +24.1% |
| All | +426.6% | +330.0% | +96.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 all: compounded portfolio wealth divided by compounded ACWI 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…
all analysis · Full analysis span regression · 6 months rolling