+280.3%
EMR vs BAH
+199.5%
+80.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +2.7% | -2.6% | +5.2% | +3.2% |
| 30D | +2.1% | +20.4% | -18.3% | -2.3% |
| 3M | +2.3% | +11.9% | -9.6% | -0.8% |
| 6M | +22.5% | +17.1% | +5.4% | +16.7% |
| YTD | +27.2% | +5.5% | +21.7% | +23.3% |
| 1Y | +28.0% | +5.6% | +22.4% | +23.9% |
| 3Y | +103.4% | -26.5% | +130.0% | +107.4% |
| 5Y | +88.2% | +6.5% | +81.7% | +66.6% |
| All | +280.3% | +199.5% | +80.7% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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