+199.8%
TER vs EMR
+19.4%
+180.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.7% | +3.3% |
| 7D | +0.6% | -1.5% | +2.1% | +2.5% |
| 30D | -8.3% | -5.6% | -2.7% | -1.7% |
| 3M | -12.2% | +7.9% | -20.2% | -19.8% |
| 6M | +17.0% | +6.0% | +11.0% | +9.0% |
| YTD | +84.6% | +16.4% | +68.2% | +50.2% |
| 1Y | +199.8% | +16.6% | +183.2% | +142.4% |
| All | +199.8% | +19.4% | +180.4% | +142.4% |
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 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