+9,741.5%
TER vs EMR
+4,492.2%
+5,249.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.4% | +8.3% | +9.4% |
| 7D | -5.8% | +2.1% | -7.9% | -6.7% |
| 30D | -38.9% | +4.8% | -43.7% | -40.6% |
| 3M | -35.1% | +7.5% | -42.6% | -37.8% |
| 6M | -31.6% | +20.9% | -52.4% | -39.2% |
| YTD | +27.2% | +29.2% | -1.9% | +9.0% |
| 1Y | +35.2% | +33.0% | +2.2% | +13.8% |
| 3Y | +192.8% | +109.8% | +83.0% | +78.7% |
| 5Y | +72.4% | +91.9% | -19.5% | +12.2% |
| 10Y | +1,001.8% | +301.5% | +700.3% | +291.7% |
| All | +9,741.5% | +4,492.2% | +5,249.3% | +795.0% |
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