+267.8%
EMR vs ALL
+355.7%
-87.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +1.9% | +0.7% |
| 7D | +3.1% | -1.7% | +4.8% | +3.9% |
| 30D | -3.5% | -4.7% | +1.1% | -1.5% |
| 3M | +9.8% | +18.4% | -8.6% | -0.2% |
| 6M | +10.8% | +20.5% | -9.7% | -0.7% |
| YTD | +15.9% | +23.5% | -7.6% | +1.8% |
| 1Y | +16.4% | +29.0% | -12.6% | -0.5% |
| 3Y | +62.1% | +153.7% | -91.6% | -10.3% |
| 5Y | +62.9% | +114.8% | -51.9% | -4.6% |
| 10Y | +267.8% | +356.1% | -88.4% | +27.4% |
| All | +267.8% | +355.7% | -87.9% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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