-28.6%
NOW vs EMR
+16.0%
-44.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -5.0% |
| 7D | -6.1% | +3.1% | -9.1% | -5.8% |
| 30D | +7.5% | -3.5% | +11.0% | +7.1% |
| 3M | +17.5% | +9.8% | +7.8% | +18.7% |
| 6M | +7.9% | +10.8% | -2.8% | +8.9% |
| YTD | -12.4% | +15.9% | -28.3% | -12.9% |
| 1Y | -28.6% | +16.4% | -45.0% | -30.0% |
| All | -28.6% | +16.0% | -44.6% | -30.0% |
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