+35,474.9%
LOW vs EMR
+4,039.8%
+31,435.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.5% | +0.4% |
| 7D | -1.7% | -1.5% | -0.2% | -1.0% |
| 30D | -7.0% | -5.6% | -1.4% | -4.5% |
| 3M | -0.9% | +7.9% | -8.8% | -5.1% |
| 6M | -20.1% | +6.0% | -26.1% | -23.0% |
| YTD | -13.9% | +16.4% | -30.4% | -21.4% |
| 1Y | -21.1% | +16.6% | -37.8% | -28.4% |
| 3Y | -6.6% | +62.9% | -69.5% | -30.2% |
| 5Y | +9.4% | +60.1% | -50.7% | -18.5% |
| 10Y | +220.5% | +268.7% | -48.3% | +49.7% |
| All | +35,474.9% | +4,039.8% | +31,435.0% | +4,514.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling