+12.4%
EMR vs BG
+53.0%
-40.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +2.5% |
| 7D | -0.4% | +3.1% | -3.5% | -0.3% |
| 30D | -6.8% | +10.2% | -17.0% | -6.4% |
| 3M | +7.5% | -1.7% | +9.1% | +7.5% |
| 6M | +9.9% | +1.0% | +8.9% | +9.7% |
| YTD | +16.0% | +39.9% | -23.9% | +16.1% |
| 1Y | +12.4% | +53.2% | -40.8% | +13.8% |
| All | +12.4% | +53.0% | -40.5% | +13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling