+21.9%
FIX vs EMR
+30.3%
-8.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.3% |
| 7D | +6.4% | -2.0% | +8.4% | +8.7% |
| 30D | -29.1% | +2.8% | -31.9% | -30.5% |
| 3M | -31.1% | +2.0% | -33.1% | -32.1% |
| 6M | -42.8% | +20.7% | -63.5% | -50.7% |
| YTD | +24.6% | +27.3% | -2.7% | -8.7% |
| 1Y | +21.9% | +31.0% | -9.1% | -13.9% |
| All | +21.9% | +30.3% | -8.3% | -13.9% |
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