+42.1%
U vs EMR
+29.1%
+13.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +2.6% | +2.8% | -0.3% | +1.1% |
| 30D | +27.6% | +3.7% | +23.9% | +24.4% |
| 3M | +15.3% | +2.0% | +13.3% | +13.3% |
| 6M | +96.4% | +22.1% | +74.3% | +70.6% |
| YTD | +19.6% | +27.2% | -7.7% | +10.1% |
| 1Y | +42.1% | +32.0% | +10.1% | +27.8% |
| All | +42.1% | +29.1% | +13.1% | +27.8% |
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