-22.7%
U vs EMR
+174.4%
-197.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +2.6% | +2.8% | -0.3% | +0.5% |
| 30D | +27.6% | +3.7% | +23.9% | +23.6% |
| 3M | +15.3% | +2.0% | +13.3% | +12.9% |
| 6M | +96.4% | +22.1% | +74.3% | +66.9% |
| YTD | +19.6% | +27.2% | -7.7% | -1.2% |
| 1Y | +42.1% | +32.0% | +10.1% | +14.3% |
| 3Y | +87.5% | +103.3% | -15.7% | +13.4% |
| 5Y | -73.1% | +88.2% | -161.4% | -84.0% |
| All | -22.7% | +174.4% | -197.2% | -44.4% |
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