+63.6%
EMR vs BG
+88.4%
-24.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.5% |
| 7D | -1.2% | +3.7% | -4.9% | -2.0% |
| 30D | -9.4% | +12.3% | -21.8% | -11.9% |
| 3M | +8.6% | -2.2% | +10.8% | +8.8% |
| 6M | +6.7% | +5.3% | +1.4% | +4.4% |
| YTD | +13.1% | +42.4% | -29.3% | +2.0% |
| 1Y | +12.7% | +55.2% | -42.5% | -1.3% |
| 3Y | +58.1% | +21.0% | +37.1% | +46.5% |
| 5Y | +63.6% | +87.1% | -23.5% | +19.9% |
| All | +63.6% | +88.4% | -24.7% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling