+195.6%
EQT vs EMR
+62.5%
+133.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.1% |
| 7D | -1.2% | -1.2% | +0.1% | -0.7% |
| 30D | +1.1% | -9.4% | +10.5% | +5.0% |
| 3M | +4.8% | +8.6% | -3.8% | +0.3% |
| 6M | -10.6% | +6.7% | -17.3% | -14.7% |
| YTD | +3.4% | +13.1% | -9.6% | -5.6% |
| 1Y | +8.7% | +12.7% | -4.1% | -1.1% |
| 3Y | +35.0% | +58.1% | -23.1% | -3.5% |
| All | +195.6% | +62.5% | +133.1% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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