+103.3%
EMR vs UL
+36.1%
+67.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.0% | 0.0% |
| 7D | +2.8% | +1.1% | +1.7% | +2.8% |
| 30D | +3.7% | +4.5% | -0.8% | +3.6% |
| 3M | +2.0% | +6.5% | -4.4% | +1.9% |
| 6M | +22.1% | +18.2% | +3.9% | +21.6% |
| YTD | +27.2% | +4.7% | +22.6% | +26.8% |
| 1Y | +32.0% | +0.8% | +31.3% | +31.5% |
| 3Y | +103.3% | +35.9% | +67.4% | +103.8% |
| All | +103.3% | +36.1% | +67.2% | +103.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling