+28.1%
BA vs EEM
+109.1%
-80.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -3.4% |
| 7D | -1.7% | -0.1% | -1.6% | -1.9% |
| 30D | -9.5% | -8.6% | -0.8% | -1.6% |
| 3M | -26.5% | -7.0% | -19.4% | -21.9% |
| 6M | -27.4% | -9.7% | -17.7% | -22.0% |
| YTD | -20.6% | +12.1% | -32.7% | -33.0% |
| 1Y | -11.4% | +14.1% | -25.5% | -26.7% |
| 3Y | -10.8% | +72.1% | -83.0% | -53.8% |
| 5Y | -21.9% | +34.1% | -56.0% | -46.0% |
| 10Y | +28.1% | +109.6% | -81.5% | -33.2% |
| All | +28.1% | +109.1% | -80.9% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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