-9.1%
LOW vs EMR
+60.1%
-69.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -0.6% | +0.9% | -1.5% | -1.0% |
| 30D | -9.3% | -5.0% | -4.3% | -7.6% |
| 3M | -8.1% | +5.9% | -14.0% | -10.4% |
| 6M | -19.8% | +7.3% | -27.1% | -22.3% |
| YTD | -16.4% | +14.6% | -30.9% | -21.5% |
| 1Y | -24.7% | +15.6% | -40.3% | -29.8% |
| All | -9.1% | +60.1% | -69.1% | -26.8% |
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