+2,451.3%
EXC vs EMR
+4,298.0%
-1,846.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.2% | -1.6% | +0.4% | -0.8% |
| 30D | +10.0% | +2.0% | +8.0% | +9.2% |
| 3M | +1.6% | +3.8% | -2.2% | +0.2% |
| 6M | +3.3% | +10.5% | -7.3% | -0.6% |
| YTD | +7.6% | +23.7% | -16.1% | -1.1% |
| 1Y | +3.5% | +25.4% | -21.9% | -5.4% |
| 3Y | +27.7% | +86.6% | -58.9% | -0.6% |
| 5Y | +41.1% | +83.0% | -41.9% | +9.2% |
| 10Y | +178.2% | +319.5% | -141.3% | +57.6% |
| All | +2,451.3% | +4,298.0% | -1,846.7% | +635.4% |
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 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