-11.8%
BA vs EMR
+106.0%
-117.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.1% |
| 7D | 0.0% | +0.7% | -0.7% | -0.3% |
| 30D | -8.9% | +3.5% | -12.5% | -10.6% |
| 3M | -25.5% | +5.9% | -31.4% | -27.7% |
| 6M | -27.0% | +19.4% | -46.4% | -32.9% |
| YTD | -20.1% | +27.7% | -47.8% | -29.7% |
| 1Y | -11.0% | +30.9% | -41.9% | -22.8% |
| 3Y | -11.8% | +104.2% | -116.0% | -34.8% |
| All | -11.8% | +106.0% | -117.8% | -34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling