-17.2%
F vs EMR
+87.8%
-105.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.1% | +2.8% | -5.9% | -4.9% |
| 30D | 0.0% | +3.7% | -3.6% | -2.4% |
| 3M | -13.2% | +2.0% | -15.2% | -14.7% |
| 6M | -10.2% | +22.1% | -32.3% | -22.0% |
| YTD | -4.9% | +27.2% | -32.2% | -21.3% |
| 1Y | -6.1% | +32.0% | -38.1% | -24.4% |
| 3Y | +46.0% | +103.3% | -57.3% | -23.1% |
| All | -17.2% | +87.8% | -105.0% | -54.3% |
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