+2,105.4%
FIX vs EMR
+60.6%
+2,044.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.5% |
| 7D | +6.0% | -1.5% | +7.6% | +7.2% |
| 30D | -7.2% | -5.6% | -1.6% | -2.9% |
| 3M | -15.9% | +7.9% | -23.8% | -20.9% |
| 6M | +12.7% | +6.0% | +6.7% | +7.5% |
| YTD | +72.8% | +16.4% | +56.3% | +50.0% |
| 1Y | +122.9% | +16.6% | +106.3% | +92.9% |
| 3Y | +774.3% | +62.9% | +711.5% | +488.6% |
| All | +2,105.4% | +60.6% | +2,044.9% | +1,358.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling