+120.3%
EMR vs EXE
+165.2%
-44.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +2.8% | +5.3% | -2.5% | +1.8% |
| 30D | +3.7% | -2.2% | +5.9% | +4.0% |
| 3M | +2.0% | -5.9% | +7.9% | +3.0% |
| 6M | +22.1% | -5.7% | +27.8% | +22.9% |
| YTD | +27.2% | -17.8% | +45.1% | +31.0% |
| 1Y | +32.0% | -23.1% | +55.2% | +38.0% |
| 3Y | +103.3% | +21.2% | +82.1% | +88.6% |
| 5Y | +88.2% | +78.8% | +9.4% | +60.5% |
| All | +120.3% | +165.2% | -44.9% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling