+90.2%
EMR vs COMP
-10.9%
+101.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | +3.7% | +16.6% | -12.9% | +1.6% |
| 3M | +2.0% | -23.5% | +25.5% | +4.7% |
| 6M | +22.1% | +25.7% | -3.6% | +18.0% |
| YTD | +27.2% | -3.4% | +30.6% | +25.5% |
| 1Y | +32.0% | +7.6% | +24.4% | +28.8% |
| 3Y | +103.3% | +423.6% | -320.3% | +65.9% |
| All | +90.2% | -10.9% | +101.2% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling