+4,298.5%
EMR vs BEN
+5,192.0%
-893.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.3% | -1.6% |
| 7D | +0.7% | +12.1% | -11.5% | -3.9% |
| 30D | +3.5% | +13.4% | -9.9% | -1.7% |
| 3M | +5.9% | +9.4% | -3.4% | +2.0% |
| 6M | +19.4% | +19.3% | +0.2% | +10.9% |
| YTD | +27.7% | +57.3% | -29.6% | +6.0% |
| 1Y | +30.9% | +69.1% | -38.2% | +5.5% |
| 3Y | +104.2% | +85.6% | +18.6% | +55.5% |
| 5Y | +89.6% | +32.9% | +56.7% | +61.7% |
| 10Y | +280.0% | +58.3% | +221.7% | +189.6% |
| All | +4,298.5% | +5,192.0% | -893.5% | +1,198.6% |
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