+640.3%
EMR vs BUD
+201.1%
+439.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -1.5% | +0.3% | -1.8% | -1.6% |
| 30D | -5.6% | -5.7% | 0.0% | -3.3% |
| 3M | +7.9% | +3.1% | +4.8% | +5.9% |
| 6M | +6.0% | +7.9% | -1.9% | +1.7% |
| YTD | +16.4% | +27.3% | -10.9% | +3.4% |
| 1Y | +16.6% | +37.8% | -21.2% | -0.4% |
| 3Y | +62.9% | +49.8% | +13.0% | +30.0% |
| 5Y | +60.1% | +43.8% | +16.3% | +27.0% |
| 10Y | +268.7% | -22.6% | +291.4% | +262.3% |
| All | +640.3% | +201.1% | +439.2% | +228.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling