+476.5%
V vs EMR
+279.1%
+197.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.4% | +2.7% | -3.0% | -1.6% |
| 30D | +6.3% | +2.1% | +4.2% | +5.2% |
| 3M | +17.2% | +2.3% | +14.9% | +15.6% |
| 6M | +29.2% | +22.5% | +6.7% | +16.7% |
| YTD | +20.8% | +27.2% | -6.4% | +5.2% |
| 1Y | +25.0% | +28.0% | -3.0% | +8.4% |
| 3Y | +75.3% | +103.4% | -28.1% | +15.7% |
| 5Y | +105.8% | +88.2% | +17.7% | +39.1% |
| All | +476.5% | +279.1% | +197.4% | +168.2% |
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 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