+64.6%
EMR vs FIVE
+50.0%
+14.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.8% |
| 7D | -1.5% | +4.3% | -5.8% | -2.3% |
| 30D | -5.6% | +12.5% | -18.1% | -7.9% |
| 3M | +7.9% | +31.2% | -23.3% | +2.0% |
| 6M | +6.0% | +14.4% | -8.3% | +2.6% |
| YTD | +16.4% | +33.9% | -17.4% | +9.3% |
| 1Y | +16.6% | +65.1% | -48.4% | +5.1% |
| All | +64.6% | +50.0% | +14.6% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling