+1,306.1%
EMR vs EW
+7,937.2%
-6,631.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -1.6% | +11.0% | -12.6% | -4.0% |
| 30D | +2.0% | +19.1% | -17.1% | -2.3% |
| 3M | +3.8% | +14.4% | -10.5% | +0.3% |
| 6M | +10.5% | +22.8% | -12.2% | +4.8% |
| YTD | +23.7% | +19.8% | +3.9% | +17.8% |
| 1Y | +25.4% | +23.9% | +1.5% | +18.4% |
| 3Y | +86.6% | +52.2% | +34.3% | +62.3% |
| 5Y | +83.0% | -13.9% | +96.9% | +79.4% |
| 10Y | +319.5% | +241.9% | +77.6% | +199.7% |
| All | +1,306.1% | +7,937.2% | -6,631.2% | +494.2% |
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