+391.8%
BAC vs EMR
+268.7%
+123.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | +1.2% | +3.1% | -1.9% | -0.9% |
| 30D | -0.7% | -3.5% | +2.8% | +1.4% |
| 3M | +16.9% | +9.8% | +7.2% | +8.6% |
| 6M | +29.6% | +10.8% | +18.8% | +18.3% |
| YTD | +15.3% | +15.9% | -0.7% | +0.8% |
| 1Y | +28.8% | +16.4% | +12.4% | +11.6% |
| 3Y | +136.4% | +62.1% | +74.3% | +55.1% |
| 5Y | +72.9% | +62.9% | +10.0% | +10.6% |
| 10Y | +391.8% | +267.8% | +124.0% | +65.7% |
| All | +391.8% | +268.7% | +123.1% | +65.7% |
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