+62.9%
EMR vs UL
+22.5%
+40.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +3.1% | -1.3% | +4.4% | +3.3% |
| 30D | -3.5% | +0.9% | -4.5% | -3.7% |
| 3M | +9.8% | +14.2% | -4.5% | +7.1% |
| 6M | +10.8% | -3.2% | +14.0% | +11.1% |
| YTD | +15.9% | -0.3% | +16.3% | +15.6% |
| 1Y | +16.4% | -8.8% | +25.2% | +17.9% |
| 3Y | +62.1% | +23.9% | +38.2% | +51.1% |
| 5Y | +62.9% | +21.4% | +41.6% | +47.9% |
| All | +62.9% | +22.5% | +40.4% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling