-6.5%
U vs EMR
+15.1%
-21.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.1% |
| 7D | +4.4% | +0.9% | +3.5% | +3.9% |
| 30D | -1.3% | -5.0% | +3.7% | +1.1% |
| 3M | +49.6% | +5.9% | +43.7% | +42.8% |
| 6M | +100.2% | +7.3% | +92.9% | +87.7% |
| YTD | -3.7% | +14.6% | -18.2% | -6.0% |
| 1Y | -6.5% | +15.6% | -22.1% | -12.2% |
| All | -6.5% | +15.1% | -21.6% | -12.2% |
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