+322.4%
NET vs EMR
+95.0%
+227.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -3.8% |
| 7D | -16.4% | +1.6% | -18.0% | -17.0% |
| 30D | -25.8% | +5.0% | -30.8% | -27.5% |
| 3M | -11.5% | +7.7% | -19.2% | -14.7% |
| 6M | +18.9% | +26.8% | -7.8% | +4.6% |
| YTD | +35.2% | +29.9% | +5.3% | +14.1% |
| 1Y | +14.5% | +25.7% | -11.2% | -1.5% |
| All | +322.4% | +95.0% | +227.4% | +186.2% |
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