+32.6%
NET vs EMR
+95.2%
-62.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -5.0% | -4.3% |
| 7D | -16.4% | +1.6% | -18.0% | -17.3% |
| 30D | -25.8% | +5.0% | -30.8% | -28.3% |
| 3M | -11.5% | +7.7% | -19.2% | -16.2% |
| 6M | +18.9% | +26.8% | -7.8% | -1.4% |
| YTD | +35.2% | +29.9% | +5.3% | +6.0% |
| 1Y | +14.5% | +25.7% | -11.2% | -8.1% |
| 3Y | +313.8% | +95.4% | +218.4% | +107.3% |
| 5Y | +32.6% | +93.7% | -61.1% | -35.7% |
| All | +32.6% | +95.2% | -62.7% | -35.7% |
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