+23.4%
BA vs EEM
+121.8%
-98.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -0.3% |
| 7D | -0.6% | +5.3% | -5.9% | -5.7% |
| 30D | -8.0% | -7.0% | -1.0% | -1.8% |
| 3M | -25.8% | -8.0% | -17.8% | -20.3% |
| 6M | -27.6% | -6.6% | -20.9% | -24.9% |
| YTD | -21.0% | +12.3% | -33.3% | -33.6% |
| 1Y | -12.3% | +12.2% | -24.4% | -26.2% |
| 3Y | -12.8% | +71.2% | -84.0% | -54.7% |
| 5Y | -22.4% | +32.2% | -54.6% | -45.5% |
| All | +23.4% | +121.8% | -98.4% | -37.5% |
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