+263.6%
EMR vs DE
+867.0%
-603.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -1.2% | -2.4% | +1.1% | +0.1% |
| 30D | -9.4% | +9.7% | -19.1% | -14.5% |
| 3M | +8.6% | +21.4% | -12.8% | -3.4% |
| 6M | +6.7% | +15.0% | -8.3% | -2.5% |
| YTD | +13.1% | +46.4% | -33.4% | -10.9% |
| 1Y | +12.7% | +45.6% | -32.9% | -11.2% |
| 3Y | +58.1% | +76.8% | -18.7% | +8.5% |
| 5Y | +63.6% | +99.4% | -35.8% | -1.1% |
| All | +263.6% | +867.0% | -603.4% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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