+301.5%
EMR vs RF
+277.2%
+24.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.3% |
| 7D | +2.1% | -0.1% | +2.3% | +2.3% |
| 30D | +4.8% | +7.0% | -2.3% | +1.1% |
| 3M | +7.5% | -7.0% | +14.5% | +11.5% |
| 6M | +20.9% | +6.8% | +14.1% | +16.3% |
| YTD | +29.2% | +9.9% | +19.3% | +22.6% |
| 1Y | +33.0% | +21.1% | +11.8% | +20.0% |
| 3Y | +109.8% | +119.6% | -9.9% | +37.8% |
| 5Y | +91.9% | +46.2% | +45.8% | +48.4% |
| 10Y | +301.5% | +261.5% | +40.0% | +80.2% |
| All | +301.5% | +277.2% | +24.3% | +80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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