+3,306.4%
V vs EMR
+459.7%
+2,846.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | -2.2% |
| 7D | -0.8% | +2.1% | -2.9% | -1.9% |
| 30D | +9.5% | +4.8% | +4.8% | +6.9% |
| 3M | +16.7% | +7.5% | +9.2% | +12.2% |
| 6M | +32.9% | +20.9% | +12.1% | +19.5% |
| YTD | +21.1% | +29.2% | -8.1% | +3.4% |
| 1Y | +26.6% | +33.0% | -6.3% | +6.3% |
| 3Y | +78.4% | +109.8% | -31.4% | +13.6% |
| 5Y | +105.5% | +91.9% | +13.5% | +34.8% |
| 10Y | +444.2% | +301.5% | +142.7% | +124.1% |
| All | +3,306.4% | +459.7% | +2,846.7% | +1,001.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling