+67.2%
F vs EMR
+279.1%
-211.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | -3.9% | +2.7% | -6.5% | -5.6% |
| 30D | -0.5% | +2.1% | -2.6% | -2.0% |
| 3M | -12.9% | +2.3% | -15.2% | -14.6% |
| 6M | +1.5% | +22.5% | -21.0% | -12.1% |
| YTD | -5.0% | +27.2% | -32.2% | -21.3% |
| 1Y | -7.3% | +28.0% | -35.4% | -23.7% |
| 3Y | +45.3% | +103.4% | -58.2% | -17.3% |
| 5Y | -15.8% | +88.2% | -103.9% | -49.3% |
| All | +67.2% | +279.1% | -211.9% | -40.0% |
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