+263.6%
EMR vs UL
+65.6%
+198.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.9% |
| 7D | -1.2% | -4.1% | +2.8% | +0.1% |
| 30D | -9.4% | -1.2% | -8.2% | -9.1% |
| 3M | +8.6% | +6.0% | +2.6% | +6.1% |
| 6M | +6.7% | -5.5% | +12.2% | +8.1% |
| YTD | +13.1% | -3.3% | +16.4% | +13.4% |
| 1Y | +12.7% | -9.8% | +22.5% | +15.6% |
| 3Y | +58.1% | +20.1% | +37.9% | +42.9% |
| 5Y | +63.6% | +19.2% | +44.5% | +45.9% |
| All | +263.6% | +65.6% | +198.0% | +219.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded UL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling