+280.6%
EMR vs FIVE
+535.9%
-255.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -2.0% | -0.5% | -1.5% | -1.8% |
| 30D | +2.8% | +17.4% | -14.6% | -1.2% |
| 3M | +2.0% | +7.0% | -5.1% | 0.0% |
| 6M | +20.7% | +20.5% | +0.2% | +14.1% |
| YTD | +27.3% | +33.1% | -5.8% | +17.1% |
| 1Y | +31.0% | +67.1% | -36.1% | +13.9% |
| 3Y | +103.6% | +41.9% | +61.7% | +72.8% |
| 5Y | +88.6% | +21.1% | +67.5% | +60.4% |
| 10Y | +280.6% | +518.8% | -238.2% | +128.9% |
| All | +280.6% | +535.9% | -255.3% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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