+81.0%
F vs EMR
+319.4%
-238.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.4% | -3.8% | -2.2% |
| 7D | -0.6% | +2.1% | -2.8% | -2.2% |
| 30D | +2.9% | +4.8% | -1.9% | -0.4% |
| 3M | -9.5% | +7.5% | -17.0% | -14.2% |
| 6M | +4.0% | +20.9% | -16.8% | -9.2% |
| YTD | -1.3% | +29.2% | -30.4% | -19.0% |
| 1Y | -1.9% | +33.0% | -34.9% | -21.3% |
| 3Y | +53.5% | +109.8% | -56.3% | -14.4% |
| 5Y | -15.1% | +91.9% | -107.1% | -49.5% |
| 10Y | +81.0% | +301.5% | -220.5% | -37.0% |
| All | +81.0% | +319.4% | -238.4% | -37.0% |
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 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