+5,283.0%
O vs EMR
+2,422.0%
+2,861.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | -0.9% |
| 7D | +3.3% | +2.1% | +1.2% | +2.4% |
| 30D | +10.3% | +4.8% | +5.6% | +8.2% |
| 3M | -3.5% | +7.5% | -10.9% | -6.5% |
| 6M | -1.3% | +20.9% | -22.1% | -9.1% |
| YTD | +10.3% | +29.2% | -18.8% | -2.2% |
| 1Y | +10.4% | +33.0% | -22.6% | -3.4% |
| 3Y | +40.0% | +109.8% | -69.8% | -2.0% |
| 5Y | +12.4% | +91.9% | -79.6% | -20.1% |
| 10Y | +78.2% | +301.5% | -223.3% | -10.9% |
| All | +5,283.0% | +2,422.0% | +2,861.0% | +1,502.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling