+26.6%
BA vs EMR
+294.2%
-267.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.4% |
| 7D | 0.0% | +0.7% | -0.7% | -0.6% |
| 30D | -8.9% | +3.5% | -12.5% | -11.6% |
| 3M | -25.5% | +5.9% | -31.4% | -29.2% |
| 6M | -27.0% | +19.4% | -46.4% | -36.5% |
| YTD | -20.1% | +27.7% | -47.8% | -35.3% |
| 1Y | -11.0% | +30.9% | -41.9% | -29.6% |
| 3Y | -11.8% | +104.2% | -116.0% | -53.6% |
| 5Y | -20.6% | +89.6% | -110.3% | -56.5% |
| 10Y | +26.6% | +280.0% | -253.4% | -56.0% |
| All | +26.6% | +294.2% | -267.6% | -56.0% |
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