+637.6%
TEAM vs EMR
+372.6%
+265.0%
-87.5%
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% | -0.7% |
| 7D | -17.2% | +2.1% | -19.3% | -17.8% |
| 30D | -25.1% | +4.8% | -29.8% | -26.3% |
| 3M | +3.9% | +7.5% | -3.6% | +1.0% |
| 6M | +69.1% | +20.9% | +48.2% | +56.7% |
| YTD | -4.5% | +29.2% | -33.6% | -15.5% |
| 1Y | -1.9% | +33.0% | -34.8% | -14.4% |
| 3Y | -9.3% | +109.8% | -119.1% | -33.4% |
| 5Y | -65.2% | +91.9% | -157.1% | -73.7% |
| 10Y | +467.0% | +301.5% | +165.5% | +228.3% |
| All | +637.6% | +372.6% | +265.0% | +318.2% |
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 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