+3,912.1%
EMR vs BEN
+4,913.3%
-1,001.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.3% |
| 7D | -1.5% | +0.2% | -1.8% | -1.6% |
| 30D | -5.6% | -0.5% | -5.1% | -5.4% |
| 3M | +7.9% | +9.7% | -1.8% | +3.9% |
| 6M | +6.0% | +33.9% | -27.9% | -6.1% |
| YTD | +16.4% | +49.0% | -32.5% | -1.1% |
| 1Y | +16.6% | +42.1% | -25.5% | +0.8% |
| 3Y | +62.9% | +51.9% | +11.0% | +34.4% |
| 5Y | +60.1% | +39.0% | +21.1% | +33.6% |
| 10Y | +268.8% | +57.9% | +210.9% | +181.3% |
| All | +3,912.1% | +4,913.3% | -1,001.3% | +1,112.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling