+65.8%
EMR vs FLR
+245.1%
-179.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.3% |
| 7D | +0.9% | -3.1% | +4.0% | +1.8% |
| 30D | -5.0% | +4.9% | -9.9% | -6.4% |
| 3M | +5.9% | +10.8% | -4.9% | +1.9% |
| 6M | +7.3% | +19.7% | -12.3% | +0.3% |
| YTD | +14.6% | +38.4% | -23.8% | +2.7% |
| 1Y | +15.6% | +34.7% | -19.0% | +3.9% |
| 3Y | +60.2% | +56.7% | +3.5% | +31.1% |
| 5Y | +65.8% | +241.6% | -175.8% | +11.9% |
| All | +65.8% | +245.1% | -179.2% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 5y: compounded portfolio wealth divided by compounded FLR 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…
5y analysis · Full analysis span regression · 6 months rolling