+30.9%
EMR vs BP
+28.1%
+2.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | +0.7% | -6.3% | +7.0% | -0.5% |
| 30D | +3.5% | -3.6% | +7.1% | +3.0% |
| 3M | +5.9% | +5.2% | +0.7% | +7.3% |
| 6M | +19.4% | +5.3% | +14.1% | +21.2% |
| YTD | +27.7% | +33.1% | -5.5% | +20.7% |
| 1Y | +30.9% | +26.3% | +4.6% | +25.3% |
| All | +30.9% | +28.1% | +2.8% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling