+23.4%
BA vs EMR
+279.1%
-255.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.6% | +2.7% | -3.2% | -2.5% |
| 30D | -8.0% | +2.1% | -10.1% | -9.8% |
| 3M | -25.8% | +2.3% | -28.1% | -27.6% |
| 6M | -27.6% | +22.5% | -50.1% | -38.2% |
| YTD | -21.0% | +27.2% | -48.2% | -35.8% |
| 1Y | -12.3% | +28.0% | -40.3% | -29.4% |
| 3Y | -12.8% | +103.4% | -116.2% | -54.0% |
| 5Y | -22.4% | +88.2% | -110.5% | -57.2% |
| All | +23.4% | +279.1% | -255.7% | -57.1% |
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