+267.8%
EMR vs D
+35.9%
+231.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +3.1% | +0.8% | +2.3% | +2.8% |
| 30D | -3.5% | -0.7% | -2.8% | -3.3% |
| 3M | +9.8% | +2.1% | +7.7% | +9.0% |
| 6M | +10.8% | +6.8% | +4.0% | +8.0% |
| YTD | +15.9% | +16.5% | -0.6% | +9.8% |
| 1Y | +16.4% | +19.2% | -2.7% | +9.2% |
| 3Y | +62.1% | +61.9% | +0.2% | +33.8% |
| 5Y | +62.9% | +6.5% | +56.4% | +56.1% |
| 10Y | +267.8% | +35.3% | +232.5% | +238.2% |
| All | +267.8% | +35.9% | +231.9% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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