+1,223.5%
EMR vs EW
+6,974.1%
-5,750.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -5.6% | +1.0% | -6.7% | -5.9% |
| 3M | +7.9% | +2.8% | +5.1% | +7.1% |
| 6M | +6.0% | +5.5% | +0.5% | +4.4% |
| YTD | +16.4% | +5.5% | +11.0% | +14.5% |
| 1Y | +16.6% | +11.0% | +5.6% | +13.2% |
| 3Y | +62.9% | +17.7% | +45.2% | +50.9% |
| 5Y | +60.1% | -25.7% | +85.8% | +62.8% |
| 10Y | +268.7% | +132.8% | +135.9% | +184.9% |
| All | +1,223.5% | +6,974.1% | -5,750.6% | +477.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling