+32.0%
EMR vs EW
+24.4%
+7.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +2.7% | +4.9% | -2.3% | +1.5% |
| 30D | +2.1% | +24.1% | -22.0% | -2.8% |
| 3M | +2.3% | +13.7% | -11.5% | -0.5% |
| 6M | +22.5% | +32.7% | -10.2% | +13.5% |
| YTD | +27.2% | +24.1% | +3.1% | +22.6% |
| All | +32.0% | +24.4% | +7.6% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling