+12,471.5%
FIX vs EMR
+1,074.1%
+11,397.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +0.9% |
| 7D | +6.0% | -1.5% | +7.6% | +6.9% |
| 30D | -7.2% | -5.6% | -1.6% | -4.0% |
| 3M | -15.9% | +7.9% | -23.8% | -19.4% |
| 6M | +12.7% | +6.0% | +6.7% | +9.4% |
| YTD | +72.8% | +16.4% | +56.3% | +57.2% |
| 1Y | +122.9% | +16.6% | +106.3% | +102.8% |
| 3Y | +774.3% | +62.9% | +711.5% | +562.4% |
| 5Y | +2,049.5% | +60.1% | +1,989.4% | +1,535.4% |
| 10Y | +5,821.5% | +268.7% | +5,552.7% | +2,711.6% |
| All | +12,471.5% | +1,074.1% | +11,397.4% | +3,485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling