+3,912.1%
EMR vs NI
+5,092.7%
-1,180.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.0% |
| 7D | -1.5% | +2.0% | -3.5% | -2.4% |
| 30D | -5.6% | -3.5% | -2.1% | -4.2% |
| 3M | +7.9% | -9.1% | +17.1% | +12.1% |
| 6M | +6.0% | -11.8% | +17.9% | +11.4% |
| YTD | +16.4% | +1.1% | +15.4% | +15.3% |
| 1Y | +16.6% | +6.7% | +9.9% | +12.7% |
| 3Y | +62.9% | +71.1% | -8.2% | +26.7% |
| 5Y | +60.1% | +94.3% | -34.2% | +16.5% |
| 10Y | +268.8% | +135.8% | +133.0% | +135.8% |
| All | +3,912.1% | +5,092.7% | -1,180.6% | +684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling