+14,183.4%
TER vs EMR
+4,039.8%
+10,143.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.7% | +3.7% | +4.2% |
| 7D | +0.6% | -1.5% | +2.1% | +1.8% |
| 30D | -8.3% | -5.6% | -2.7% | -4.3% |
| 3M | -12.2% | +7.9% | -20.2% | -16.3% |
| 6M | +17.1% | +6.0% | +11.0% | +15.0% |
| YTD | +84.7% | +16.4% | +68.2% | +68.9% |
| 1Y | +199.9% | +16.6% | +183.3% | +175.2% |
| 3Y | +232.8% | +62.9% | +169.9% | +140.2% |
| 5Y | +198.6% | +60.1% | +138.5% | +118.7% |
| 10Y | +1,669.7% | +268.8% | +1,401.0% | +561.4% |
| All | +14,183.4% | +4,039.8% | +10,143.6% | +1,287.0% |
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