+3,912.1%
EMR vs RVTY
+2,416.7%
+1,495.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.1% | +1.8% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | -5.6% | +13.2% | -18.8% | -9.0% |
| 3M | +7.9% | +27.2% | -19.3% | +0.5% |
| 6M | +6.0% | +32.4% | -26.4% | -2.6% |
| YTD | +16.4% | +34.9% | -18.4% | +6.3% |
| 1Y | +16.6% | +52.4% | -35.7% | +2.5% |
| 3Y | +62.9% | +12.3% | +50.6% | +52.8% |
| 5Y | +60.1% | -30.8% | +90.9% | +68.4% |
| 10Y | +268.8% | +150.7% | +118.1% | +171.5% |
| All | +3,912.1% | +2,416.7% | +1,495.4% | +1,407.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling