+12.7%
FIX vs EMR
+4.5%
+8.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.2% |
| 7D | +6.0% | -1.5% | +7.6% | +7.5% |
| 30D | -7.2% | -5.6% | -1.6% | -2.0% |
| 3M | -15.9% | +7.9% | -23.8% | -22.2% |
| 6M | +12.7% | +6.0% | +6.7% | +8.5% |
| All | +12.7% | +4.5% | +8.2% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling