+3,033.3%
EQT vs EMR
+3,919.3%
-885.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | -1.2% | -1.2% | +0.1% | -0.7% |
| 30D | +1.1% | -9.4% | +10.5% | +5.2% |
| 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% | -4.6% |
| 1Y | +8.7% | +12.7% | -4.1% | 0.0% |
| 3Y | +35.0% | +58.1% | -23.1% | +4.7% |
| 5Y | +204.2% | +63.6% | +140.6% | +132.1% |
| 10Y | +52.5% | +272.4% | -220.0% | -21.0% |
| All | +3,033.3% | +3,919.3% | -885.9% | +956.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling