+83.4%
EMR vs D
+12.5%
+70.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.2% |
| 7D | -1.6% | +3.0% | -4.5% | -2.2% |
| 30D | +2.0% | +11.5% | -9.5% | -0.5% |
| 3M | +3.8% | +3.7% | +0.1% | +2.9% |
| 6M | +10.5% | +13.5% | -3.0% | +7.1% |
| YTD | +23.7% | +20.7% | +3.0% | +17.9% |
| 1Y | +25.4% | +18.2% | +7.2% | +20.0% |
| 3Y | +86.6% | +73.3% | +13.3% | +57.3% |
| All | +83.4% | +12.5% | +70.9% | +76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling