+280.4%
EMR vs BP
+143.9%
+136.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.4% |
| 7D | +2.8% | +3.8% | -1.0% | +1.1% |
| 30D | +3.7% | -5.3% | +9.0% | +5.8% |
| 3M | +2.0% | +9.3% | -7.2% | -2.9% |
| 6M | +22.1% | +7.2% | +14.9% | +15.7% |
| YTD | +27.2% | +38.0% | -10.8% | +4.4% |
| 1Y | +32.0% | +33.2% | -1.2% | +10.1% |
| 3Y | +103.3% | +50.3% | +53.0% | +55.5% |
| 5Y | +88.2% | +114.1% | -25.9% | +13.1% |
| All | +280.4% | +143.9% | +136.5% | +110.5% |
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