-0.9%
BA vs EMR
+60.6%
-61.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | -0.1% |
| 7D | +1.2% | -1.5% | +2.7% | +2.0% |
| 30D | -11.6% | -5.6% | -6.0% | -8.9% |
| 3M | -2.4% | +7.9% | -10.3% | -6.6% |
| 6M | -6.6% | +6.0% | -12.6% | -10.2% |
| YTD | -2.2% | +16.4% | -18.7% | -11.7% |
| 1Y | -8.0% | +16.6% | -24.6% | -17.6% |
| 3Y | -5.0% | +62.9% | -67.9% | -33.2% |
| All | -0.9% | +60.6% | -61.5% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling