+75.4%
EMR vs S
-57.8%
+133.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | -0.2% |
| 7D | +3.1% | -5.8% | +8.9% | +3.7% |
| 30D | -3.5% | -9.2% | +5.7% | -2.8% |
| 3M | +9.8% | +23.4% | -13.6% | +7.1% |
| 6M | +10.8% | +36.9% | -26.1% | +6.4% |
| YTD | +15.9% | +29.5% | -13.6% | +11.8% |
| 1Y | +16.4% | +5.4% | +11.0% | +14.4% |
| 3Y | +62.1% | +14.7% | +47.4% | +57.1% |
| 5Y | +62.9% | -71.5% | +134.4% | +61.9% |
| All | +75.4% | -57.8% | +133.1% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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