+277.4%
EMR vs BAH
+186.6%
+90.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | +0.9% | -1.3% | +2.2% | +1.2% |
| 30D | -5.0% | -6.6% | +1.7% | -3.5% |
| 3M | +5.9% | -7.2% | +13.1% | +7.3% |
| 6M | +7.3% | -10.0% | +17.3% | +9.0% |
| YTD | +14.6% | -12.5% | +27.0% | +16.4% |
| 1Y | +15.6% | -27.9% | +43.5% | +23.2% |
| 3Y | +60.2% | -31.4% | +91.6% | +64.4% |
| 5Y | +65.8% | -3.2% | +69.1% | +49.3% |
| 10Y | +277.4% | +191.5% | +85.9% | +155.7% |
| All | +277.4% | +186.6% | +90.7% | +155.7% |
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