+3,310.4%
V vs EMR
+436.0%
+2,874.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.2% | -1.6% | +3.8% | +3.0% |
| 30D | +13.6% | +2.0% | +11.6% | +12.4% |
| 3M | +14.3% | +3.8% | +10.5% | +11.8% |
| 6M | +33.1% | +10.5% | +22.6% | +25.0% |
| YTD | +21.2% | +23.7% | -2.5% | +5.7% |
| 1Y | +26.4% | +25.4% | +1.0% | +9.3% |
| 3Y | +77.6% | +86.6% | -9.0% | +19.9% |
| 5Y | +102.6% | +83.0% | +19.6% | +36.1% |
| 10Y | +464.4% | +319.5% | +144.9% | +126.5% |
| All | +3,310.4% | +436.0% | +2,874.3% | +1,026.7% |
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