+268.5%
EMR vs UL
+67.9%
+200.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.7% |
| 7D | +0.9% | -3.2% | +4.1% | +2.0% |
| 30D | -5.0% | -0.6% | -4.4% | -4.8% |
| 3M | +5.9% | +9.4% | -3.5% | +2.4% |
| 6M | +7.3% | -4.1% | +11.5% | +8.3% |
| YTD | +14.6% | -2.0% | +16.5% | +14.4% |
| 1Y | +15.6% | -9.0% | +24.6% | +18.2% |
| 3Y | +60.2% | +21.8% | +38.4% | +44.2% |
| 5Y | +65.8% | +20.6% | +45.3% | +47.4% |
| All | +268.5% | +67.9% | +200.5% | +222.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling