+72.4%
TER vs EMR
+91.0%
-18.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.4% | +8.3% | +8.2% |
| 7D | -5.8% | +2.1% | -7.9% | -7.1% |
| 30D | -38.9% | +4.8% | -43.7% | -41.2% |
| 3M | -35.1% | +7.5% | -42.6% | -38.8% |
| 6M | -31.6% | +20.9% | -52.4% | -41.9% |
| YTD | +27.2% | +29.2% | -1.9% | +2.2% |
| 1Y | +35.2% | +33.0% | +2.2% | +6.1% |
| 3Y | +192.8% | +109.8% | +83.0% | +51.3% |
| 5Y | +72.4% | +91.9% | -19.5% | -5.6% |
| All | +72.4% | +91.0% | -18.5% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling