+213.5%
TER vs EMR
+16.0%
+197.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.7% |
| 7D | +11.0% | +3.1% | +7.9% | +7.0% |
| 30D | -1.9% | -3.5% | +1.7% | +2.5% |
| 3M | -0.7% | +9.8% | -10.4% | -11.4% |
| 6M | +36.4% | +10.8% | +25.6% | +21.8% |
| YTD | +92.4% | +15.9% | +76.5% | +57.4% |
| 1Y | +213.5% | +16.4% | +197.1% | +154.6% |
| All | +213.5% | +16.0% | +197.5% | +154.6% |
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