+267.8%
EMR vs BUD
-23.5%
+291.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.1% |
| 7D | +3.1% | +0.8% | +2.3% | +2.7% |
| 30D | -3.5% | -4.8% | +1.3% | -1.7% |
| 3M | +9.8% | +1.4% | +8.4% | +8.6% |
| 6M | +10.8% | +9.9% | +0.9% | +5.8% |
| YTD | +15.9% | +26.3% | -10.4% | +4.1% |
| 1Y | +16.4% | +36.1% | -19.7% | +1.1% |
| 3Y | +62.1% | +48.6% | +13.5% | +31.8% |
| 5Y | +62.9% | +45.0% | +17.9% | +30.6% |
| 10Y | +267.8% | -23.1% | +290.9% | +219.5% |
| All | +267.8% | -23.5% | +291.3% | +219.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling