+58.8%
T vs EMR
+294.2%
-235.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +2.6% | +0.7% | +1.9% | +2.3% |
| 30D | -1.1% | +3.5% | -4.6% | -2.1% |
| 3M | -7.7% | +5.9% | -13.7% | -9.4% |
| 6M | -10.6% | +19.4% | -30.1% | -15.2% |
| YTD | -7.5% | +27.7% | -35.1% | -14.9% |
| 1Y | -7.4% | +30.9% | -38.3% | -15.6% |
| 3Y | +63.1% | +104.2% | -41.1% | +24.1% |
| 5Y | +55.2% | +89.6% | -34.4% | +19.1% |
| 10Y | +58.8% | +280.0% | -221.2% | -3.4% |
| All | +58.8% | +294.2% | -235.4% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling