+62.9%
EMR vs EXE
+106.6%
-43.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +3.1% | -1.8% | +4.9% | +3.4% |
| 30D | -3.5% | +6.4% | -9.9% | -4.7% |
| 3M | +9.8% | +9.2% | +0.5% | +7.7% |
| 6M | +10.8% | -7.0% | +17.8% | +11.9% |
| YTD | +15.9% | -9.5% | +25.4% | +17.4% |
| 1Y | +16.4% | +6.2% | +10.2% | +13.2% |
| 3Y | +62.1% | +20.7% | +41.4% | +51.3% |
| 5Y | +62.9% | +103.6% | -40.7% | +38.3% |
| All | +62.9% | +106.6% | -43.7% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling