+68.5%
EMR vs BTSG
+406.1%
-337.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.9% | +2.0% |
| 7D | -1.5% | +2.7% | -4.2% | -2.1% |
| 30D | -5.6% | -3.6% | -2.0% | -5.0% |
| 3M | +7.9% | +5.8% | +2.1% | +5.6% |
| 6M | +6.0% | +44.7% | -38.7% | -3.8% |
| YTD | +16.4% | +62.2% | -45.7% | +2.8% |
| 1Y | +16.6% | +152.1% | -135.5% | -6.7% |
| All | +68.5% | +406.1% | -337.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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