+273.0%
EMR vs QSR
+135.2%
+137.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | -0.4% | -4.0% | +3.6% | +1.3% |
| 30D | -6.8% | +2.8% | -9.5% | -8.0% |
| 3M | +7.5% | +5.1% | +2.4% | +4.7% |
| 6M | +9.9% | +8.8% | +1.1% | +4.7% |
| YTD | +16.0% | +14.8% | +1.1% | +7.7% |
| 1Y | +12.4% | +25.7% | -13.3% | 0.0% |
| 3Y | +60.2% | +27.5% | +32.7% | +38.8% |
| 5Y | +67.9% | +41.3% | +26.6% | +36.4% |
| All | +273.0% | +135.2% | +137.8% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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