+65.8%
EMR vs RUN
-80.3%
+146.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.8% |
| 7D | +0.9% | -1.8% | +2.7% | +1.0% |
| 30D | -5.0% | -10.8% | +5.9% | -4.1% |
| 3M | +5.9% | -30.2% | +36.1% | +8.6% |
| 6M | +7.3% | -22.3% | +29.7% | +8.8% |
| YTD | +14.6% | -52.2% | +66.7% | +19.6% |
| 1Y | +15.6% | -45.1% | +60.7% | +18.9% |
| 3Y | +60.2% | -37.1% | +97.3% | +48.4% |
| 5Y | +65.8% | -80.3% | +146.1% | +60.3% |
| All | +65.8% | -80.3% | +146.1% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling