+3,912.1%
EMR vs RF
+1,537.4%
+2,374.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -1.5% | +1.3% | -2.8% | -1.9% |
| 30D | -5.6% | -3.6% | -2.0% | -4.6% |
| 3M | +7.9% | +8.1% | -0.1% | +5.5% |
| 6M | +6.0% | +11.5% | -5.4% | +2.8% |
| YTD | +16.4% | +15.6% | +0.9% | +11.7% |
| 1Y | +16.6% | +15.7% | +0.9% | +11.8% |
| 3Y | +62.9% | +86.9% | -24.0% | +35.6% |
| 5Y | +60.1% | +89.8% | -29.7% | +30.7% |
| 10Y | +268.7% | +344.7% | -75.9% | +137.9% |
| All | +3,912.1% | +1,537.4% | +2,374.6% | +1,433.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling