+301.5%
EMR vs CAPR
-64.9%
+366.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +9.4% | -5.0% | +4.3% |
| 7D | +2.1% | +36.0% | -33.9% | +1.6% |
| 30D | +4.8% | +25.8% | -21.0% | +4.3% |
| 3M | +7.5% | +140.8% | -133.4% | +5.4% |
| 6M | +20.9% | -67.6% | +88.4% | +21.6% |
| YTD | +29.2% | -65.9% | +95.0% | +29.7% |
| 1Y | +33.0% | +66.1% | -33.1% | +24.9% |
| 3Y | +109.8% | +256.9% | -147.1% | +87.8% |
| 5Y | +91.9% | +172.1% | -80.2% | +70.5% |
| 10Y | +301.5% | -64.7% | +366.2% | +235.8% |
| All | +301.5% | -64.9% | +366.5% | +235.8% |
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