+14.4%
FIX vs EMR
+25.6%
-11.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.4% | -17.5% | -17.0% |
| 7D | -18.9% | +1.6% | -20.5% | -20.1% |
| 30D | -36.3% | +5.0% | -41.3% | -38.8% |
| 3M | -38.5% | +7.7% | -46.2% | -42.2% |
| 6M | -42.3% | +26.8% | -69.0% | -52.1% |
| YTD | +17.1% | +29.9% | -12.8% | -12.5% |
| 1Y | +14.4% | +25.7% | -11.3% | -11.6% |
| All | +14.4% | +25.6% | -11.3% | -11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling