+83.4%
EMR vs EW
-14.5%
+97.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | -1.6% | +11.0% | -12.6% | -3.7% |
| 30D | +2.0% | +19.1% | -17.1% | -1.6% |
| 3M | +3.8% | +14.4% | -10.5% | +0.9% |
| 6M | +10.5% | +22.8% | -12.2% | +5.7% |
| YTD | +23.7% | +19.8% | +3.9% | +18.7% |
| 1Y | +25.4% | +23.9% | +1.5% | +19.6% |
| 3Y | +86.6% | +52.2% | +34.3% | +63.6% |
| All | +83.4% | -14.5% | +97.8% | +83.7% |
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 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