+1,872.1%
T vs EMR
+4,039.8%
-2,167.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.7% | -2.5% |
| 7D | -1.3% | -1.5% | +0.3% | -0.8% |
| 30D | +11.4% | -5.6% | +17.0% | +13.2% |
| 3M | +14.3% | +7.9% | +6.4% | +10.9% |
| 6M | -9.3% | +6.0% | -15.3% | -12.1% |
| YTD | +7.1% | +16.4% | -9.3% | -0.1% |
| 1Y | -9.1% | +16.6% | -25.7% | -15.6% |
| 3Y | +105.3% | +62.9% | +42.5% | +64.9% |
| 5Y | +66.8% | +60.1% | +6.7% | +32.6% |
| 10Y | +66.8% | +268.7% | -202.0% | -5.6% |
| All | +1,872.1% | +4,039.8% | -2,167.7% | +334.8% |
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 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