+109.8%
EMR vs RF
+115.2%
-5.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.2% | +2.2% | +3.1% |
| 7D | +2.1% | -0.1% | +2.3% | +2.3% |
| 30D | +4.8% | +7.0% | -2.3% | +0.7% |
| 3M | +7.5% | -7.0% | +14.5% | +12.1% |
| 6M | +20.9% | +6.8% | +14.1% | +15.6% |
| YTD | +29.2% | +9.9% | +19.3% | +21.4% |
| 1Y | +33.0% | +21.1% | +11.8% | +18.1% |
| 3Y | +109.8% | +119.6% | -9.9% | +44.7% |
| All | +109.8% | +115.2% | -5.4% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling