+593.7%
XYZ vs EMR
+271.2%
+322.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -1.9% |
| 7D | -1.0% | -1.5% | +0.6% | +0.1% |
| 30D | -1.7% | -5.6% | +3.9% | +2.3% |
| 3M | +16.7% | +7.9% | +8.8% | +10.0% |
| 6M | +26.9% | +6.0% | +20.8% | +20.1% |
| YTD | +27.1% | +16.4% | +10.7% | +12.5% |
| 1Y | +9.3% | +16.6% | -7.4% | -3.8% |
| 3Y | +42.3% | +62.9% | -20.6% | -1.0% |
| 5Y | -69.3% | +60.1% | -129.4% | -78.3% |
| All | +593.7% | +271.2% | +322.5% | +220.8% |
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