+72.3%
BA vs EME
+1,278.1%
-1,205.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -2.1% |
| 7D | +2.5% | +5.2% | -2.7% | -0.3% |
| 30D | -10.1% | -5.4% | -4.8% | -7.7% |
| 3M | -2.4% | -6.1% | +3.7% | -1.1% |
| 6M | -8.8% | +9.7% | -18.5% | -16.0% |
| YTD | -2.9% | +26.6% | -29.5% | -18.7% |
| 1Y | -8.8% | +24.6% | -33.4% | -24.6% |
| 3Y | -0.3% | +249.6% | -249.8% | -62.5% |
| 5Y | -0.3% | +556.6% | -556.9% | -77.2% |
| 10Y | +72.3% | +1,286.6% | -1,214.3% | -75.5% |
| All | +72.3% | +1,278.1% | -1,205.7% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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