+13.7%
O vs EMR
+62.8%
-49.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -0.6% | +3.1% | -3.6% | -1.0% |
| 30D | -2.0% | -3.5% | +1.6% | -1.5% |
| 3M | +3.0% | +9.8% | -6.8% | +1.2% |
| 6M | -3.6% | +10.8% | -14.4% | -5.7% |
| YTD | +12.1% | +15.9% | -3.9% | +8.4% |
| 1Y | +8.9% | +16.4% | -7.5% | +5.1% |
| 3Y | +30.3% | +62.1% | -31.8% | +14.1% |
| 5Y | +13.7% | +62.9% | -49.2% | -2.8% |
| All | +13.7% | +62.8% | -49.0% | -2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling