+952.5%
EMR vs BG
+1,131.5%
-179.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.1% |
| 7D | -1.5% | +2.8% | -4.3% | -2.5% |
| 30D | -5.6% | +12.0% | -17.7% | -9.2% |
| 3M | +7.9% | -7.7% | +15.6% | +9.9% |
| 6M | +6.0% | +4.5% | +1.5% | +3.2% |
| YTD | +16.4% | +35.7% | -19.2% | +4.1% |
| 1Y | +16.6% | +50.1% | -33.5% | 0.0% |
| 3Y | +62.9% | +12.6% | +50.3% | +50.6% |
| 5Y | +60.1% | +75.4% | -15.3% | +25.1% |
| 10Y | +268.7% | +150.5% | +118.3% | +142.7% |
| All | +952.5% | +1,131.5% | -179.0% | +422.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling