+40.9%
XYZ vs EMR
+63.1%
-22.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.5% | -2.0% |
| 7D | -1.0% | -1.5% | +0.6% | +0.2% |
| 30D | -1.7% | -5.6% | +3.9% | +2.4% |
| 3M | +16.7% | +7.9% | +8.8% | +9.8% |
| 6M | +26.9% | +6.0% | +20.8% | +19.9% |
| YTD | +27.1% | +16.4% | +10.7% | +11.5% |
| 1Y | +9.3% | +16.6% | -7.4% | -4.9% |
| All | +40.9% | +63.1% | -22.2% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling