+301.5%
EMR vs FIVE
+596.6%
-295.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.6% | -1.2% | +3.0% |
| 7D | +2.1% | +6.2% | -4.0% | +0.6% |
| 30D | +4.8% | +18.2% | -13.4% | +0.5% |
| 3M | +7.5% | +3.8% | +3.6% | +6.1% |
| 6M | +20.9% | +13.7% | +7.1% | +15.8% |
| YTD | +29.2% | +34.7% | -5.5% | +18.5% |
| 1Y | +33.0% | +66.6% | -33.7% | +15.7% |
| 3Y | +109.8% | +44.3% | +65.5% | +77.2% |
| 5Y | +91.9% | +18.8% | +73.2% | +64.2% |
| 10Y | +301.5% | +569.2% | -267.7% | +136.6% |
| All | +301.5% | +596.6% | -295.1% | +136.6% |
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