+99.5%
U vs EMR
+85.7%
+13.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.6% |
| 7D | +36.6% | -1.6% | +38.1% | +37.3% |
| 30D | +13.3% | +2.0% | +11.3% | +11.1% |
| 3M | +26.2% | +3.8% | +22.4% | +21.7% |
| 6M | +88.7% | +10.5% | +78.2% | +71.0% |
| YTD | +16.6% | +23.7% | -7.1% | -3.3% |
| 1Y | +29.0% | +25.4% | +3.5% | +5.7% |
| 3Y | +99.5% | +86.6% | +12.9% | +25.1% |
| All | +99.5% | +85.7% | +13.8% | +25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling