+62.7%
EMR vs EW
-25.6%
+88.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.5% |
| 30D | -5.6% | +1.0% | -6.7% | -5.8% |
| 3M | +7.9% | +2.8% | +5.1% | +7.2% |
| 6M | +6.0% | +5.5% | +0.5% | +4.6% |
| YTD | +16.4% | +5.5% | +11.0% | +14.8% |
| 1Y | +16.6% | +11.0% | +5.6% | +13.7% |
| 3Y | +62.9% | +17.7% | +45.2% | +51.3% |
| All | +62.7% | -25.6% | +88.3% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling