-7.4%
T vs EMR
+30.5%
-37.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.5% |
| 7D | +2.6% | +0.7% | +1.9% | +2.7% |
| 30D | -1.1% | +3.5% | -4.6% | -0.6% |
| 3M | -7.7% | +5.9% | -13.7% | -7.1% |
| 6M | -10.6% | +19.4% | -30.1% | -9.0% |
| YTD | -7.5% | +27.7% | -35.1% | -7.5% |
| 1Y | -7.4% | +30.9% | -38.3% | -8.2% |
| All | -7.4% | +30.5% | -37.9% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling