+163.5%
EMR vs NTR
+103.6%
+59.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -1.0% |
| 7D | +3.1% | +3.8% | -0.8% | +1.5% |
| 30D | -3.5% | +25.2% | -28.8% | -11.9% |
| 3M | +9.8% | +21.0% | -11.2% | +1.1% |
| 6M | +10.8% | +7.6% | +3.2% | +5.5% |
| YTD | +15.9% | +32.9% | -16.9% | +0.6% |
| 1Y | +16.4% | +43.1% | -26.6% | -2.8% |
| 3Y | +62.1% | +41.6% | +20.5% | +32.3% |
| 5Y | +62.9% | +54.8% | +8.2% | +8.4% |
| All | +163.5% | +103.6% | +59.9% | +29.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling