+277.4%
EMR vs FITB
+282.4%
-5.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | -5.0% | -5.1% | +0.2% | -2.4% |
| 3M | +5.9% | +3.5% | +2.4% | +3.8% |
| 6M | +7.3% | +17.2% | -9.9% | -1.2% |
| YTD | +14.6% | +17.6% | -3.1% | +5.0% |
| 1Y | +15.6% | +23.4% | -7.7% | +3.2% |
| 3Y | +60.2% | +129.7% | -69.6% | +3.3% |
| 5Y | +65.8% | +68.4% | -2.6% | +19.3% |
| 10Y | +277.4% | +285.6% | -8.3% | +60.4% |
| All | +277.4% | +282.4% | -5.0% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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