+31.8%
BA vs EMR
+312.7%
-281.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | -1.6% | +2.6% | +2.2% |
| 30D | -7.9% | +2.0% | -9.9% | -9.6% |
| 3M | -25.3% | +3.8% | -29.1% | -27.8% |
| 6M | -24.6% | +10.5% | -35.1% | -30.7% |
| YTD | -20.1% | +23.7% | -43.8% | -33.7% |
| 1Y | -11.8% | +25.4% | -37.2% | -27.8% |
| 3Y | -10.1% | +86.6% | -96.7% | -49.2% |
| 5Y | -22.7% | +83.0% | -105.8% | -56.4% |
| All | +31.8% | +312.7% | -281.0% | -54.3% |
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 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