+293.0%
LOW vs EMR
+279.2%
+13.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +1.4% | +2.8% | -1.4% | 0.0% |
| 30D | +21.7% | +3.7% | +18.0% | +19.4% |
| 3M | +5.0% | +2.0% | +3.0% | +3.6% |
| 6M | +4.6% | +22.1% | -17.5% | -6.4% |
| YTD | -3.5% | +27.2% | -30.7% | -16.3% |
| 1Y | +0.5% | +32.0% | -31.5% | -14.5% |
| 3Y | +24.8% | +103.3% | -78.5% | -18.8% |
| 5Y | +6.5% | +88.2% | -81.8% | -28.7% |
| All | +293.0% | +279.2% | +13.8% | +66.9% |
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