+163.5%
EMR vs NTR
+97.9%
+65.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.7% |
| 7D | -0.4% | -1.3% | +0.9% | +0.1% |
| 30D | -6.8% | +16.8% | -23.5% | -12.5% |
| 3M | +7.5% | +20.7% | -13.3% | -1.0% |
| 6M | +9.9% | +0.5% | +9.3% | +7.6% |
| YTD | +16.0% | +29.2% | -13.2% | +1.7% |
| 1Y | +12.4% | +39.6% | -27.1% | -5.3% |
| 3Y | +60.2% | +37.9% | +22.4% | +32.1% |
| 5Y | +67.9% | +47.1% | +20.8% | +14.8% |
| All | +163.5% | +97.9% | +65.6% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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