+3,553.2%
FIX vs EMR
+279.2%
+3,274.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +2.8% | +6.6% | +7.3% |
| 30D | -27.8% | +3.7% | -31.4% | -29.6% |
| 3M | -35.6% | +2.0% | -37.6% | -36.3% |
| 6M | -45.2% | +22.1% | -67.3% | -52.7% |
| YTD | +19.5% | +27.2% | -7.8% | -1.3% |
| 1Y | +24.2% | +32.0% | -7.8% | 0.0% |
| 3Y | +494.2% | +103.3% | +390.9% | +251.6% |
| 5Y | +1,036.1% | +88.2% | +947.9% | +600.3% |
| All | +3,553.2% | +279.2% | +3,274.0% | +1,345.4% |
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