+273.0%
EMR vs NTRS
+259.9%
+13.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.0% |
| 7D | -0.4% | +1.4% | -1.8% | -1.2% |
| 30D | -6.8% | -0.7% | -6.1% | -6.4% |
| 3M | +7.5% | +11.3% | -3.9% | +0.7% |
| 6M | +9.9% | +35.5% | -25.7% | -8.3% |
| YTD | +16.0% | +40.6% | -24.6% | -5.3% |
| 1Y | +12.4% | +49.2% | -36.8% | -11.4% |
| 3Y | +60.2% | +167.2% | -107.0% | -11.8% |
| 5Y | +67.9% | +94.9% | -27.1% | +6.7% |
| All | +273.0% | +259.9% | +13.1% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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