+102.8%
EMR vs PL
+45.6%
+57.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.1% |
| 7D | +0.7% | +5.6% | -4.9% | -0.1% |
| 30D | +3.5% | -16.9% | +20.5% | +5.2% |
| 3M | +5.9% | -38.2% | +44.1% | +10.7% |
| 6M | +19.4% | -63.4% | +82.9% | +30.3% |
| YTD | +27.7% | -27.6% | +55.3% | +27.5% |
| 1Y | +30.9% | +6.6% | +24.3% | +24.6% |
| 3Y | +104.2% | +557.6% | -453.4% | +49.9% |
| 5Y | +89.6% | +39.5% | +50.1% | +50.0% |
| All | +102.8% | +45.6% | +57.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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