+65.8%
EMR vs BB
-25.5%
+91.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.0% |
| 7D | +0.9% | +1.8% | -0.9% | +0.6% |
| 30D | -5.0% | -12.2% | +7.3% | -3.3% |
| 3M | +5.9% | -12.3% | +18.2% | +6.6% |
| 6M | +7.3% | +122.7% | -115.4% | -7.1% |
| YTD | +14.6% | +104.5% | -89.9% | +0.4% |
| 1Y | +15.6% | +106.7% | -91.0% | +0.6% |
| 3Y | +60.2% | +70.0% | -9.8% | +36.8% |
| 5Y | +65.8% | -27.8% | +93.6% | +52.3% |
| All | +65.8% | -25.5% | +91.3% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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