-20.6%
BA vs EMB
+6.8%
-27.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.4% |
| 7D | 0.0% | +0.5% | -0.5% | -0.6% |
| 30D | -8.9% | +0.9% | -9.8% | -10.1% |
| 3M | -25.5% | -2.1% | -23.4% | -23.3% |
| 6M | -27.0% | -2.2% | -24.8% | -24.5% |
| YTD | -20.1% | -0.6% | -19.5% | -19.0% |
| 1Y | -11.0% | +0.2% | -11.2% | -10.7% |
| 3Y | -11.8% | +29.5% | -41.4% | -35.9% |
| 5Y | -20.6% | +8.0% | -28.6% | -29.3% |
| All | -20.6% | +6.8% | -27.4% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 5y: compounded portfolio wealth divided by compounded EMB 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…
5y analysis · Full analysis span regression · 6 months rolling