+121.0%
EMR vs EXE
+161.7%
-40.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.6% |
| 7D | +0.7% | -2.2% | +2.9% | +1.1% |
| 30D | +3.5% | -0.3% | +3.8% | +3.5% |
| 3M | +5.9% | -9.3% | +15.2% | +7.7% |
| 6M | +19.4% | -7.2% | +26.7% | +20.6% |
| YTD | +27.7% | -18.9% | +46.6% | +31.8% |
| 1Y | +30.9% | -21.7% | +52.6% | +36.2% |
| 3Y | +104.2% | +21.0% | +83.2% | +89.5% |
| 5Y | +89.6% | +76.0% | +13.6% | +62.1% |
| All | +121.0% | +161.7% | -40.7% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling