+40.0%
O vs EMR
+109.0%
-69.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.5% |
| 7D | +3.3% | +2.1% | +1.2% | +3.2% |
| 30D | +10.3% | +4.8% | +5.6% | +10.0% |
| 3M | -3.5% | +7.5% | -10.9% | -3.9% |
| 6M | -1.3% | +20.9% | -22.1% | -2.6% |
| YTD | +10.3% | +29.2% | -18.8% | +8.1% |
| 1Y | +10.4% | +33.0% | -22.6% | +8.0% |
| 3Y | +40.0% | +109.8% | -69.8% | +26.7% |
| All | +40.0% | +109.0% | -69.0% | +26.7% |
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 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