+301.5%
EMR vs D
+42.1%
+259.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.6% |
| 7D | +2.1% | +0.8% | +1.4% | +1.9% |
| 30D | +4.8% | +10.7% | -6.0% | +1.4% |
| 3M | +7.5% | +2.3% | +5.2% | +6.5% |
| 6M | +20.9% | +12.5% | +8.4% | +15.9% |
| YTD | +29.2% | +20.1% | +9.1% | +21.0% |
| 1Y | +33.0% | +15.6% | +17.4% | +26.0% |
| 3Y | +109.8% | +75.2% | +34.6% | +68.6% |
| 5Y | +91.9% | +14.6% | +77.4% | +79.3% |
| 10Y | +301.5% | +43.8% | +257.8% | +278.2% |
| All | +301.5% | +42.1% | +259.4% | +278.2% |
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