-19.5%
NOW vs EMR
+103.5%
-123.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.4% | +3.2% |
| 7D | -5.6% | -2.0% | -3.6% | -5.0% |
| 30D | -26.8% | +2.8% | -29.6% | -27.4% |
| 3M | -19.4% | +2.0% | -21.4% | -20.1% |
| 6M | +12.3% | +20.7% | -8.4% | +5.1% |
| YTD | -32.9% | +27.3% | -60.2% | -40.3% |
| 1Y | -40.3% | +31.0% | -71.3% | -47.8% |
| All | -19.5% | +103.5% | -123.0% | -40.0% |
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 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