+62.1%
EMR vs UL
+24.1%
+38.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | +3.1% | -1.3% | +4.4% | +3.1% |
| 30D | -3.5% | +0.9% | -4.5% | -3.6% |
| 3M | +9.8% | +14.2% | -4.5% | +9.3% |
| 6M | +10.8% | -3.2% | +14.0% | +10.4% |
| YTD | +15.9% | -0.3% | +16.3% | +15.7% |
| 1Y | +16.4% | -8.8% | +25.2% | +16.1% |
| 3Y | +62.1% | +23.9% | +38.2% | +58.6% |
| All | +62.1% | +24.1% | +38.0% | +58.6% |
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