+338.6%
EMR vs P
+485.4%
-146.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.4% | +1.5% |
| 7D | -1.5% | +6.5% | -8.1% | -2.8% |
| 30D | -5.6% | +18.8% | -24.5% | -9.4% |
| 3M | +7.9% | +26.7% | -18.8% | +1.7% |
| 6M | +6.0% | +62.2% | -56.1% | -6.2% |
| YTD | +16.4% | +48.5% | -32.1% | +4.2% |
| 1Y | +16.6% | +26.4% | -9.8% | +6.0% |
| 3Y | +62.9% | +159.4% | -96.5% | +19.4% |
| 5Y | +60.1% | +275.8% | -215.7% | +4.5% |
| 10Y | +268.8% | +732.0% | -463.3% | +93.4% |
| All | +338.6% | +485.4% | -146.8% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling