+30.9%
EMR vs EW
+26.0%
+4.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +0.7% | +9.3% | -8.6% | -1.4% |
| 30D | +3.5% | +22.1% | -18.5% | -1.0% |
| 3M | +5.9% | +13.0% | -7.1% | +3.2% |
| 6M | +19.4% | +30.1% | -10.6% | +11.4% |
| YTD | +27.7% | +22.0% | +5.7% | +23.3% |
| 1Y | +30.9% | +23.7% | +7.2% | +25.7% |
| All | +30.9% | +26.0% | +4.9% | +25.7% |
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