+15.6%
EMR vs BP
+39.3%
-23.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -0.9% |
| 7D | +0.9% | +4.0% | -3.1% | +1.7% |
| 30D | -5.0% | +7.8% | -12.8% | -3.6% |
| 3M | +5.9% | +8.4% | -2.5% | +7.7% |
| 6M | +7.3% | +15.1% | -7.7% | +6.3% |
| YTD | +14.6% | +36.4% | -21.9% | +10.8% |
| 1Y | +15.6% | +40.9% | -25.3% | +12.1% |
| All | +15.6% | +39.3% | -23.6% | +12.1% |
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