+104.2%
EMR vs BEN
+87.4%
+16.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.8% |
| 7D | +0.7% | +12.1% | -11.5% | -5.0% |
| 30D | +3.5% | +13.4% | -9.9% | -2.9% |
| 3M | +5.9% | +9.4% | -3.4% | +1.1% |
| 6M | +19.4% | +19.3% | +0.2% | +9.0% |
| YTD | +27.7% | +57.3% | -29.6% | +1.6% |
| 1Y | +30.9% | +69.1% | -38.2% | +0.7% |
| 3Y | +104.2% | +85.6% | +18.6% | +46.1% |
| All | +104.2% | +87.4% | +16.8% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling