+83.4%
EMR vs M
-11.5%
+94.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.8% |
| 7D | -1.6% | -4.3% | +2.7% | -0.7% |
| 30D | +2.0% | +1.3% | +0.7% | +1.6% |
| 3M | +3.8% | -7.4% | +11.2% | +5.2% |
| 6M | +10.5% | +18.3% | -7.8% | +6.2% |
| YTD | +23.7% | +7.6% | +16.1% | +20.6% |
| 1Y | +25.4% | +17.4% | +8.0% | +20.1% |
| 3Y | +86.6% | +108.4% | -21.8% | +52.6% |
| All | +83.4% | -11.5% | +94.8% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling