+3,653.2%
FIX vs EMR
+312.7%
+3,340.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.2% | +5.6% | +5.6% |
| 7D | -17.5% | -1.6% | -15.9% | -16.5% |
| 30D | -41.6% | +2.0% | -43.5% | -42.4% |
| 3M | -40.6% | +3.8% | -44.4% | -42.2% |
| 6M | -49.4% | +10.5% | -59.9% | -53.0% |
| YTD | +9.2% | +23.7% | -14.5% | -8.0% |
| 1Y | +6.5% | +25.4% | -19.0% | -10.9% |
| 3Y | +448.7% | +86.6% | +362.2% | +244.1% |
| 5Y | +948.7% | +83.0% | +865.7% | +559.4% |
| All | +3,653.2% | +312.7% | +3,340.5% | +1,300.0% |
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