+24.2%
FIX vs EMR
+29.1%
-4.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +9.4% | +2.8% | +6.6% | +7.0% |
| 30D | -27.8% | +3.7% | -31.4% | -29.7% |
| 3M | -35.6% | +2.0% | -37.6% | -36.4% |
| 6M | -45.2% | +22.1% | -67.3% | -52.9% |
| YTD | +19.5% | +27.2% | -7.8% | -11.0% |
| 1Y | +24.2% | +32.0% | -7.8% | -11.8% |
| All | +24.2% | +29.1% | -4.8% | -11.8% |
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