+554.0%
XYZ vs EMR
+325.4%
+228.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +12.1% | -1.6% | +13.7% | +13.6% |
| 30D | +12.4% | +2.0% | +10.4% | +11.0% |
| 3M | +8.2% | +3.8% | +4.4% | +5.3% |
| 6M | +20.7% | +10.5% | +10.2% | +11.8% |
| YTD | +31.3% | +23.7% | +7.6% | +11.8% |
| 1Y | +20.5% | +25.4% | -4.9% | +1.6% |
| 3Y | +72.6% | +86.6% | -13.9% | +10.6% |
| 5Y | -64.0% | +83.0% | -147.0% | -76.2% |
| 10Y | +601.8% | +319.5% | +282.3% | +193.4% |
| All | +554.0% | +325.4% | +228.6% | +166.3% |
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