+18.0%
BAC vs EMR
+80.8%
-62.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | -1.6% | +0.4% | -0.3% |
| 30D | -7.7% | +2.0% | -9.6% | -8.6% |
| 3M | -21.2% | +3.8% | -25.0% | -22.9% |
| 6M | -6.8% | +10.5% | -17.4% | -12.5% |
| YTD | -8.7% | +23.7% | -32.4% | -20.5% |
| 1Y | -5.3% | +25.4% | -30.7% | -18.3% |
| 3Y | +87.4% | +86.6% | +0.9% | +22.9% |
| All | +18.0% | +80.8% | -62.8% | -23.2% |
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