+280.4%
EMR vs UL
+109.3%
+171.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | -0.3% |
| 7D | +2.8% | +1.1% | +1.7% | +2.5% |
| 30D | +3.7% | +4.5% | -0.8% | +2.1% |
| 3M | +2.0% | +6.5% | -4.4% | -0.3% |
| 6M | +22.1% | +18.2% | +3.9% | +14.8% |
| YTD | +27.2% | +4.7% | +22.6% | +24.2% |
| 1Y | +32.0% | +0.8% | +31.3% | +30.4% |
| 3Y | +103.3% | +35.9% | +67.4% | +75.4% |
| 5Y | +88.2% | +33.4% | +54.8% | +60.6% |
| All | +280.4% | +109.3% | +171.1% | +201.0% |
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