+267.8%
EMR vs CAPR
-77.1%
+344.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.4% |
| 7D | +3.1% | -9.5% | +12.6% | +3.2% |
| 30D | -3.5% | +121.5% | -125.1% | -5.1% |
| 3M | +9.8% | -65.4% | +75.1% | +10.5% |
| 6M | +10.8% | -67.5% | +78.3% | +11.5% |
| YTD | +15.9% | -68.6% | +84.5% | +16.7% |
| 1Y | +16.4% | +42.7% | -26.2% | +9.6% |
| 3Y | +62.1% | +43.4% | +18.7% | +47.9% |
| 5Y | +62.9% | +86.0% | -23.1% | +45.8% |
| 10Y | +267.8% | -77.4% | +345.2% | +219.1% |
| All | +267.8% | -77.1% | +344.9% | +219.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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