+3,485.2%
BHP vs EME
+61,154.1%
-57,668.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.2% |
| 7D | +0.9% | +2.7% | -1.8% | -0.1% |
| 30D | +4.0% | -6.8% | +10.8% | +6.4% |
| 3M | +11.3% | -8.8% | +20.1% | +13.6% |
| 6M | +29.3% | +5.0% | +24.3% | +25.3% |
| YTD | +59.2% | +23.5% | +35.7% | +44.9% |
| 1Y | +80.8% | +21.3% | +59.5% | +63.4% |
| 3Y | +88.0% | +241.1% | -153.1% | +9.1% |
| 5Y | +126.6% | +549.2% | -422.5% | +0.7% |
| 10Y | +515.7% | +1,306.4% | -790.7% | +96.0% |
| All | +3,485.2% | +61,154.1% | -57,668.8% | +658.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling