+58.3%
EMR vs BR
-5.1%
+63.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +0.9% | -5.0% | +5.9% | +2.3% |
| 30D | -5.0% | -2.5% | -2.5% | -4.4% |
| 3M | +5.9% | +13.5% | -7.6% | +1.5% |
| 6M | +7.3% | -9.4% | +16.7% | +12.2% |
| YTD | +14.6% | -23.3% | +37.8% | +29.8% |
| 1Y | +15.6% | -31.6% | +47.2% | +39.9% |
| All | +58.3% | -5.1% | +63.4% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 3y: compounded portfolio wealth divided by compounded BR 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…
3y analysis · Full analysis span regression · 6 months rolling