+98.3%
EMR vs EXE
+187.5%
-89.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.9% |
| 7D | +0.9% | -2.7% | +3.6% | +1.4% |
| 30D | -5.0% | -0.4% | -4.6% | -4.9% |
| 3M | +5.9% | +9.5% | -3.6% | +3.8% |
| 6M | +7.3% | -9.3% | +16.7% | +9.0% |
| YTD | +14.6% | -10.9% | +25.5% | +16.4% |
| 1Y | +15.6% | +4.3% | +11.3% | +12.8% |
| 3Y | +60.2% | +18.8% | +41.4% | +49.9% |
| 5Y | +65.8% | +101.4% | -35.6% | +37.4% |
| All | +98.3% | +187.5% | -89.2% | +50.6% |
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