+140.7%
GOOG vs EMR
+60.1%
+80.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | -1.6% | +0.9% | -2.5% | -1.9% |
| 30D | -7.7% | -5.0% | -2.7% | -6.2% |
| 3M | -9.3% | +5.9% | -15.2% | -11.6% |
| 6M | +7.4% | +7.3% | +0.1% | +3.7% |
| YTD | +4.9% | +14.6% | -9.7% | -2.2% |
| 1Y | +37.2% | +15.6% | +21.6% | +27.0% |
| All | +140.7% | +60.1% | +80.6% | +102.1% |
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 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