+9.0%
LOW vs EMR
+62.6%
-53.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.4% | +3.1% | -2.7% | -1.0% |
| 30D | -10.1% | -3.5% | -6.6% | -8.7% |
| 3M | -2.9% | +9.8% | -12.6% | -7.2% |
| 6M | -19.4% | +10.8% | -30.2% | -23.6% |
| YTD | -15.4% | +15.9% | -31.4% | -22.1% |
| 1Y | -24.9% | +16.4% | -41.4% | -31.3% |
| 3Y | -7.8% | +62.1% | -69.9% | -30.6% |
| All | +9.0% | +62.6% | -53.6% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling