+1,744.2%
TER vs EMR
+268.7%
+1,475.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.5% |
| 7D | +11.0% | +3.1% | +7.9% | +8.4% |
| 30D | -1.9% | -3.5% | +1.7% | +1.0% |
| 3M | -0.7% | +9.8% | -10.4% | -6.9% |
| 6M | +36.4% | +10.8% | +25.6% | +29.0% |
| YTD | +92.4% | +15.9% | +76.5% | +75.9% |
| 1Y | +213.5% | +16.4% | +197.1% | +186.7% |
| 3Y | +277.2% | +62.1% | +215.1% | +173.6% |
| 5Y | +219.1% | +62.9% | +156.2% | +130.0% |
| 10Y | +1,744.2% | +267.8% | +1,476.5% | +732.4% |
| All | +1,744.2% | +268.7% | +1,475.6% | +732.4% |
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