+90.2%
EMR vs EME
+410.0%
-319.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | +2.8% | +8.4% | -5.5% | -0.3% |
| 30D | +3.7% | -11.5% | +15.1% | +8.0% |
| 3M | +2.0% | -20.6% | +22.7% | +10.5% |
| 6M | +22.1% | -28.5% | +50.6% | +36.9% |
| YTD | +27.2% | +8.0% | +19.2% | +20.0% |
| 1Y | +32.0% | +6.8% | +25.3% | +25.0% |
| 3Y | +103.3% | +213.9% | -110.6% | +8.0% |
| All | +90.2% | +410.0% | -319.8% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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