+56.2%
EMR vs NI
+69.0%
-12.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.1% |
| 7D | -1.2% | -0.6% | -0.6% | -1.1% |
| 30D | -9.4% | -1.4% | -8.0% | -9.1% |
| 3M | +8.6% | -10.6% | +19.2% | +12.3% |
| 6M | +6.7% | -9.9% | +16.6% | +9.9% |
| YTD | +13.1% | +1.2% | +11.9% | +11.9% |
| 1Y | +12.7% | +4.4% | +8.3% | +10.3% |
| All | +56.2% | +69.0% | -12.8% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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