+62.7%
EMR vs ALL
+118.4%
-55.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.0% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -5.6% | -1.5% | -4.1% | -5.4% |
| 3M | +7.9% | +23.6% | -15.7% | +1.8% |
| 6M | +6.0% | +22.3% | -16.3% | +0.1% |
| YTD | +16.4% | +26.5% | -10.1% | +8.6% |
| 1Y | +16.6% | +27.0% | -10.4% | +8.4% |
| 3Y | +62.9% | +149.6% | -86.7% | +19.7% |
| All | +62.7% | +118.4% | -55.7% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling