-68.0%
U vs EMR
+62.8%
-130.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.1% | +3.0% |
| 7D | +4.5% | +3.1% | +1.4% | +1.7% |
| 30D | -0.6% | -3.5% | +3.0% | +2.3% |
| 3M | +48.4% | +9.8% | +38.7% | +33.7% |
| 6M | +115.4% | +10.8% | +104.6% | +88.7% |
| YTD | -3.2% | +15.9% | -19.2% | -17.6% |
| 1Y | -6.0% | +16.4% | -22.5% | -21.2% |
| 3Y | +13.5% | +62.1% | -48.6% | -32.3% |
| 5Y | -68.0% | +62.9% | -130.9% | -81.5% |
| All | -68.0% | +62.8% | -130.8% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling