+395.1%
EMR vs BTG
+392.0%
+3.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +1.8% |
| 7D | -1.5% | -0.9% | -0.6% | -1.5% |
| 30D | -5.6% | +36.8% | -42.4% | -7.9% |
| 3M | +7.9% | +23.1% | -15.2% | +6.0% |
| 6M | +6.0% | +3.5% | +2.6% | +5.2% |
| YTD | +16.4% | +25.5% | -9.0% | +13.9% |
| 1Y | +16.6% | +40.1% | -23.5% | +12.9% |
| 3Y | +62.9% | +101.1% | -38.3% | +52.4% |
| 5Y | +60.1% | +70.6% | -10.5% | +50.2% |
| 10Y | +268.7% | +152.1% | +116.6% | +228.7% |
| All | +395.1% | +392.0% | +3.1% | +318.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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