+100.3%
EMR vs COMP
-52.0%
+152.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.7% | -10.9% | -1.3% |
| 7D | -1.6% | +13.4% | -15.0% | -3.0% |
| 30D | +2.0% | +11.1% | -9.1% | +0.6% |
| 3M | +3.8% | -18.8% | +22.7% | +5.8% |
| 6M | +10.5% | +10.5% | 0.0% | +8.4% |
| YTD | +23.7% | -3.4% | +27.1% | +22.1% |
| 1Y | +25.4% | +19.7% | +5.7% | +21.2% |
| 3Y | +86.6% | +381.6% | -295.0% | +54.5% |
| 5Y | +83.0% | -17.6% | +100.6% | +60.8% |
| All | +100.3% | -52.0% | +152.2% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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