+767.4%
GOOG vs EMR
+274.4%
+493.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +1.2% |
| 7D | -2.5% | -1.2% | -1.3% | -2.0% |
| 30D | -3.6% | -9.4% | +5.8% | +0.4% |
| 3M | -6.4% | +8.6% | -15.0% | -10.4% |
| 6M | +7.8% | +6.7% | +1.1% | +3.7% |
| YTD | +5.5% | +13.1% | -7.6% | -2.0% |
| 1Y | +38.3% | +12.7% | +25.5% | +28.2% |
| 3Y | +143.1% | +58.1% | +85.0% | +89.5% |
| 5Y | +135.0% | +63.6% | +71.4% | +78.5% |
| All | +767.4% | +274.4% | +493.0% | +397.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling