+269.4%
EMR vs M
-3.9%
+273.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.8% | +1.2% |
| 7D | -1.5% | +4.7% | -6.2% | -2.5% |
| 30D | -5.6% | -9.6% | +4.0% | -3.5% |
| 3M | +7.9% | +0.9% | +7.1% | +7.4% |
| 6M | +6.0% | +22.3% | -16.2% | +1.0% |
| YTD | +16.4% | +6.5% | +9.9% | +13.8% |
| 1Y | +16.6% | +38.8% | -22.1% | +7.2% |
| 3Y | +62.9% | +115.9% | -53.0% | +29.4% |
| 5Y | +60.1% | +28.6% | +31.5% | +32.7% |
| All | +269.4% | -3.9% | +273.2% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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