+196.7%
EXC vs EMR
+279.2%
-82.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +1.4% | +2.8% | -1.5% | +0.6% |
| 30D | +8.6% | +3.7% | +4.9% | +7.4% |
| 3M | +2.4% | +2.0% | +0.4% | +1.6% |
| 6M | +6.5% | +22.1% | -15.7% | +0.3% |
| YTD | +9.0% | +27.2% | -18.2% | +0.1% |
| 1Y | +4.6% | +32.0% | -27.4% | -5.2% |
| 3Y | +33.5% | +103.3% | -69.8% | 0.0% |
| 5Y | +41.4% | +88.2% | -46.8% | +7.3% |
| All | +196.7% | +279.2% | -82.5% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling