+277.4%
EMR vs BP
+132.0%
+145.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -2.0% |
| 7D | +0.9% | +4.0% | -3.1% | -0.9% |
| 30D | -5.0% | +7.8% | -12.8% | -8.4% |
| 3M | +5.9% | +8.4% | -2.5% | +0.9% |
| 6M | +7.3% | +15.1% | -7.7% | -2.4% |
| YTD | +14.6% | +36.4% | -21.9% | -4.9% |
| 1Y | +15.6% | +40.9% | -25.3% | -6.1% |
| 3Y | +60.2% | +38.8% | +21.3% | +28.2% |
| 5Y | +65.8% | +141.1% | -75.2% | -6.8% |
| 10Y | +277.4% | +133.9% | +143.5% | +113.9% |
| All | +277.4% | +132.0% | +145.4% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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