+280.3%
EMR vs ALL
+376.2%
-96.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.9% |
| 7D | +2.7% | 0.0% | +2.7% | +2.5% |
| 30D | +2.1% | +12.8% | -10.7% | -3.7% |
| 3M | +2.3% | +4.7% | -2.4% | -0.5% |
| 6M | +22.5% | +24.9% | -2.4% | +7.7% |
| YTD | +27.2% | +30.0% | -2.8% | +8.6% |
| 1Y | +28.0% | +29.9% | -1.9% | +9.2% |
| 3Y | +103.4% | +117.5% | -14.1% | +24.5% |
| 5Y | +88.2% | +161.7% | -73.5% | -3.1% |
| All | +280.3% | +376.2% | -96.0% | +44.0% |
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