+97.9%
BAC vs EMR
+103.4%
-5.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.2% | +2.8% | +0.4% | +1.9% |
| 30D | -0.7% | +3.7% | -4.4% | -2.3% |
| 3M | -20.0% | +2.0% | -22.0% | -20.8% |
| 6M | +3.4% | +22.1% | -18.7% | -6.3% |
| YTD | -5.7% | +27.2% | -33.0% | -17.4% |
| 1Y | -1.4% | +32.0% | -33.5% | -15.4% |
| 3Y | +97.9% | +103.3% | -5.3% | +28.3% |
| All | +97.9% | +103.4% | -5.5% | +28.3% |
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