-40.6%
NOW vs EMR
+25.4%
-66.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -3.0% | -1.6% | -1.4% | -3.2% |
| 30D | -26.0% | +2.0% | -28.0% | -25.6% |
| 3M | -13.1% | +3.8% | -16.9% | -12.2% |
| 6M | +14.5% | +10.5% | +4.0% | +18.0% |
| YTD | -33.4% | +23.7% | -57.1% | -30.7% |
| 1Y | -40.6% | +25.4% | -66.0% | -39.1% |
| All | -40.6% | +25.4% | -66.1% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling