+109.8%
EMR vs COMP
+431.5%
-321.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.7% | -1.3% | +3.6% |
| 7D | +2.1% | +14.5% | -12.4% | 0.0% |
| 30D | +4.8% | +14.9% | -10.2% | +2.3% |
| 3M | +7.5% | -14.2% | +21.7% | +9.3% |
| 6M | +20.9% | +23.7% | -2.9% | +15.7% |
| YTD | +29.2% | +2.1% | +27.1% | +25.4% |
| 1Y | +33.0% | +26.2% | +6.8% | +26.0% |
| 3Y | +109.8% | +470.9% | -361.1% | +66.3% |
| All | +109.8% | +431.5% | -321.8% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling