+273.0%
EMR vs RUN
+42.2%
+230.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.7% |
| 7D | -0.4% | -3.7% | +3.3% | 0.0% |
| 30D | -6.8% | -13.0% | +6.2% | -5.4% |
| 3M | +7.5% | -31.8% | +39.3% | +11.5% |
| 6M | +9.9% | -32.2% | +42.1% | +13.6% |
| YTD | +16.0% | -53.5% | +69.4% | +23.4% |
| 1Y | +12.4% | -46.5% | +59.0% | +16.9% |
| 3Y | +60.2% | -37.6% | +97.9% | +43.0% |
| 5Y | +67.9% | -80.9% | +148.7% | +63.5% |
| All | +273.0% | +42.2% | +230.8% | +119.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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