+3,912.1%
EMR vs UL
+2,661.1%
+1,251.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | -1.5% | -1.3% | -0.2% | -1.0% |
| 30D | -5.6% | +0.5% | -6.1% | -5.8% |
| 3M | +7.9% | +17.6% | -9.7% | +0.7% |
| 6M | +6.0% | -5.4% | +11.4% | +7.5% |
| YTD | +16.4% | +0.7% | +15.7% | +15.0% |
| 1Y | +16.6% | -9.3% | +25.9% | +19.6% |
| 3Y | +62.9% | +24.5% | +38.3% | +44.5% |
| 5Y | +60.1% | +23.2% | +36.9% | +40.1% |
| 10Y | +268.8% | +64.5% | +204.3% | +180.3% |
| All | +3,912.1% | +2,661.1% | +1,251.0% | +1,086.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling