+62.1%
EMR vs BP
+36.5%
+25.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.9% | -0.9% |
| 7D | +3.1% | +0.9% | +2.1% | +2.9% |
| 30D | -3.5% | +9.1% | -12.7% | -5.1% |
| 3M | +9.8% | +3.9% | +5.9% | +8.8% |
| 6M | +10.8% | +13.6% | -2.8% | +5.2% |
| YTD | +15.9% | +34.0% | -18.1% | +3.5% |
| 1Y | +16.4% | +39.2% | -22.7% | +1.9% |
| 3Y | +62.1% | +36.4% | +25.7% | +38.2% |
| All | +62.1% | +36.5% | +25.6% | +38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling