+32.0%
EMR vs BEN
+64.3%
-32.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.6% |
| 7D | +2.7% | +11.3% | -8.7% | -3.9% |
| 30D | +2.1% | +15.0% | -12.9% | -6.2% |
| 3M | +2.3% | +7.8% | -5.6% | -2.4% |
| 6M | +22.5% | +15.5% | +7.0% | +11.4% |
| YTD | +27.2% | +55.4% | -28.2% | -6.4% |
| All | +32.0% | +64.3% | -32.4% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling