+67.5%
BHP vs EME
+21.8%
+45.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.3% | -4.5% | -1.4% |
| 7D | -3.6% | +3.5% | -7.1% | -4.5% |
| 30D | -1.2% | -6.3% | +5.1% | +0.4% |
| 3M | +1.2% | -3.8% | +4.9% | +1.8% |
| 6M | +21.4% | +8.5% | +12.9% | +18.5% |
| YTD | +50.4% | +27.8% | +22.6% | +43.0% |
| 1Y | +67.5% | +22.2% | +45.3% | +59.4% |
| All | +67.5% | +21.8% | +45.7% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling