+18.3%
NOW vs EMR
+63.1%
-44.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.5% |
| 7D | -2.4% | -1.5% | -0.9% | -2.0% |
| 30D | +20.5% | -5.6% | +26.1% | +22.4% |
| 3M | +18.3% | +7.9% | +10.4% | +14.7% |
| 6M | +24.1% | +6.0% | +18.0% | +20.0% |
| YTD | -7.8% | +16.4% | -24.2% | -15.7% |
| 1Y | -21.4% | +16.6% | -38.0% | -28.6% |
| All | +18.3% | +63.1% | -44.8% | -7.2% |
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