+280.0%
EMR vs RF
+248.4%
+31.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.8% |
| 7D | +0.7% | +0.3% | +0.3% | +0.6% |
| 30D | +3.5% | +6.2% | -2.6% | +0.4% |
| 3M | +5.9% | -7.8% | +13.8% | +10.4% |
| 6M | +19.4% | +5.9% | +13.5% | +15.4% |
| YTD | +27.7% | +9.0% | +18.6% | +21.7% |
| 1Y | +30.9% | +19.3% | +11.7% | +19.1% |
| 3Y | +104.2% | +116.4% | -12.3% | +35.2% |
| 5Y | +89.6% | +46.0% | +43.6% | +46.7% |
| 10Y | +280.0% | +239.8% | +40.2% | +79.8% |
| All | +280.0% | +248.4% | +31.6% | +79.8% |
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