+1,449.6%
NET vs EMR
+171.3%
+1,278.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.7% |
| 7D | -7.0% | -1.5% | -5.5% | -6.4% |
| 30D | -4.8% | -5.6% | +0.8% | -2.4% |
| 3M | +3.8% | +7.9% | -4.1% | +0.2% |
| 6M | +50.0% | +6.0% | +44.0% | +44.7% |
| YTD | +41.5% | +16.4% | +25.0% | +30.2% |
| 1Y | +32.8% | +16.6% | +16.2% | +22.1% |
| 3Y | +335.9% | +62.9% | +273.0% | +247.9% |
| 5Y | +113.8% | +60.1% | +53.7% | +66.2% |
| All | +1,449.6% | +171.3% | +1,278.3% | +1,114.8% |
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 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