+47.6%
EXC vs EMR
+60.6%
-13.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.2% |
| 7D | +0.3% | -1.5% | +1.8% | +0.4% |
| 30D | -3.7% | -5.6% | +1.9% | -3.2% |
| 3M | -1.3% | +7.9% | -9.2% | -2.1% |
| 6M | -9.7% | +6.0% | -15.7% | -10.4% |
| YTD | +2.9% | +16.4% | -13.6% | +0.3% |
| 1Y | +4.4% | +16.6% | -12.2% | +1.6% |
| 3Y | +22.2% | +62.9% | -40.7% | +8.1% |
| All | +47.6% | +60.6% | -13.0% | +24.4% |
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