+62.9%
EMR vs RVTY
-32.1%
+95.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.4% |
| 7D | +3.1% | +0.4% | +2.7% | +2.9% |
| 30D | -3.5% | +10.8% | -14.4% | -7.1% |
| 3M | +9.8% | +26.8% | -17.0% | +0.3% |
| 6M | +10.8% | +39.3% | -28.5% | -2.4% |
| YTD | +15.9% | +31.6% | -15.7% | +3.9% |
| 1Y | +16.4% | +47.7% | -31.3% | -0.1% |
| 3Y | +62.1% | +19.9% | +42.2% | +46.1% |
| 5Y | +62.9% | -32.3% | +95.3% | +66.5% |
| All | +62.9% | -32.1% | +95.0% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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