+277.4%
EMR vs EW
+121.7%
+155.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | +0.9% | -5.1% | +6.0% | +2.6% |
| 30D | -5.0% | -6.4% | +1.4% | -3.0% |
| 3M | +5.9% | -1.6% | +7.5% | +6.2% |
| 6M | +7.3% | +2.3% | +5.0% | +6.1% |
| YTD | +14.6% | +1.1% | +13.5% | +13.5% |
| 1Y | +15.6% | +8.0% | +7.6% | +12.0% |
| 3Y | +60.2% | +16.3% | +43.8% | +43.7% |
| 5Y | +65.8% | -29.4% | +95.2% | +74.3% |
| 10Y | +277.4% | +125.6% | +151.8% | +168.5% |
| All | +277.4% | +121.7% | +155.7% | +168.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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