+4,169.1%
EMR vs RF
+1,429.2%
+2,739.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.1% | -2.5% | -4.0% |
| 7D | -4.8% | -1.6% | -3.1% | -4.3% |
| 30D | +0.7% | +5.0% | -4.3% | -0.7% |
| 3M | +0.4% | -10.0% | +10.4% | +3.5% |
| 6M | +18.4% | +3.3% | +15.1% | +17.1% |
| YTD | +23.9% | +7.9% | +16.0% | +21.2% |
| 1Y | +24.7% | +21.2% | +3.5% | +18.0% |
| 3Y | +86.4% | +105.8% | -19.4% | +51.7% |
| 5Y | +83.3% | +43.7% | +39.6% | +61.8% |
| 10Y | +320.2% | +289.4% | +30.7% | +180.6% |
| All | +4,169.1% | +1,429.2% | +2,739.9% | +1,563.8% |
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