+90.2%
EMR vs P
+279.3%
-189.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +2.8% | +11.6% | -8.8% | +0.8% |
| 30D | +3.7% | -23.7% | +27.3% | +8.1% |
| 3M | +2.0% | -8.0% | +10.0% | +2.2% |
| 6M | +22.1% | +27.9% | -5.8% | +13.8% |
| YTD | +27.2% | +61.2% | -33.9% | +12.3% |
| 1Y | +32.0% | +28.6% | +3.4% | +19.7% |
| 3Y | +103.3% | +200.5% | -97.2% | +46.2% |
| All | +90.2% | +279.3% | -189.1% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling