+63.6%
EMR vs QSR
+40.6%
+23.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -1.2% | -4.7% | +3.5% | +0.4% |
| 30D | -9.4% | +4.3% | -13.7% | -10.9% |
| 3M | +8.6% | +5.4% | +3.1% | +6.1% |
| 6M | +6.7% | +8.2% | -1.5% | +2.5% |
| YTD | +13.1% | +14.1% | -1.1% | +6.1% |
| 1Y | +12.7% | +28.1% | -15.4% | +0.7% |
| 3Y | +58.1% | +25.3% | +32.8% | +39.3% |
| 5Y | +63.6% | +40.4% | +23.3% | +29.0% |
| All | +63.6% | +40.6% | +23.1% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling