+495.0%
FIX vs EMR
+106.0%
+389.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | +0.4% |
| 7D | -13.9% | +0.7% | -14.6% | -14.4% |
| 30D | -35.5% | +3.5% | -39.1% | -37.3% |
| 3M | -33.9% | +5.9% | -39.9% | -37.0% |
| 6M | -43.3% | +19.4% | -62.7% | -51.4% |
| YTD | +18.7% | +27.7% | -9.0% | -6.7% |
| 1Y | +13.8% | +30.9% | -17.1% | -12.2% |
| 3Y | +495.0% | +104.2% | +390.8% | +203.0% |
| All | +495.0% | +106.0% | +389.0% | +203.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling