+2,261.2%
EMR vs ALL
+3,667.9%
-1,406.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.1% | +2.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -5.6% | -1.5% | -4.1% | -5.3% |
| 3M | +7.9% | +23.6% | -15.7% | -1.9% |
| 6M | +6.0% | +22.3% | -16.3% | -3.5% |
| YTD | +16.4% | +26.5% | -10.1% | +4.0% |
| 1Y | +16.6% | +27.0% | -10.4% | +3.7% |
| 3Y | +62.9% | +149.6% | -86.7% | +7.2% |
| 5Y | +60.1% | +118.1% | -58.0% | +8.9% |
| 10Y | +268.8% | +369.0% | -100.2% | +86.5% |
| All | +2,261.2% | +3,667.9% | -1,406.7% | +516.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling