+69.4%
EMR vs BR
+8.0%
+61.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | -0.4% | -3.0% | +2.6% | +0.7% |
| 30D | -6.8% | -0.3% | -6.5% | -6.9% |
| 3M | +7.5% | +17.3% | -9.8% | -0.1% |
| 6M | +9.9% | -6.7% | +16.6% | +12.6% |
| YTD | +16.0% | -23.4% | +39.4% | +30.2% |
| 1Y | +12.4% | -32.7% | +45.1% | +35.1% |
| 3Y | +60.2% | -5.9% | +66.2% | +60.7% |
| All | +69.4% | +8.0% | +61.4% | +53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling