+88.6%
EMR vs RUN
-83.2%
+171.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -0.6% |
| 7D | -2.0% | +3.2% | -5.2% | -2.4% |
| 30D | +2.8% | +19.5% | -16.7% | +1.0% |
| 3M | +2.0% | -9.6% | +11.5% | +2.4% |
| 6M | +20.7% | -37.3% | +58.0% | +24.3% |
| YTD | +27.3% | -50.7% | +78.0% | +32.1% |
| 1Y | +31.0% | -54.1% | +85.1% | +36.5% |
| 3Y | +103.6% | -3.9% | +107.5% | +80.8% |
| 5Y | +88.6% | -84.4% | +173.0% | +93.3% |
| All | +88.6% | -83.2% | +171.8% | +93.3% |
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