+947.9%
EMR vs BG
+1,185.2%
-237.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.4% | -4.8% | -1.8% |
| 7D | +3.1% | +2.4% | +0.7% | +2.2% |
| 30D | -3.5% | +15.0% | -18.6% | -8.0% |
| 3M | +9.8% | -0.7% | +10.4% | +9.2% |
| 6M | +10.8% | +7.5% | +3.3% | +6.8% |
| YTD | +15.9% | +41.6% | -25.7% | +2.2% |
| 1Y | +16.4% | +50.7% | -34.2% | -0.2% |
| 3Y | +62.1% | +20.3% | +41.8% | +46.7% |
| 5Y | +62.9% | +85.2% | -22.3% | +25.1% |
| 10Y | +267.8% | +160.6% | +107.1% | +139.0% |
| All | +947.9% | +1,185.2% | -237.3% | +413.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling