+615.0%
F vs EMR
+4,039.8%
-3,424.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.3% | +0.4% |
| 7D | +5.3% | -1.5% | +6.9% | +6.3% |
| 30D | +4.6% | -5.6% | +10.2% | +8.1% |
| 3M | -3.7% | +7.9% | -11.6% | -8.7% |
| 6M | +16.8% | +6.0% | +10.8% | +11.7% |
| YTD | +15.3% | +16.4% | -1.2% | +3.2% |
| 1Y | +31.0% | +16.6% | +14.4% | +16.5% |
| 3Y | +45.4% | +62.9% | -17.4% | +2.8% |
| 5Y | +54.7% | +60.1% | -5.4% | +11.2% |
| 10Y | +98.2% | +268.7% | -170.5% | -16.1% |
| All | +615.0% | +4,039.8% | -3,424.8% | -13.5% |
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