+397.7%
BAC vs EEM
+128.0%
+269.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.8% |
| 7D | +0.6% | +2.0% | -1.4% | -0.8% |
| 30D | -1.4% | +5.1% | -6.4% | -5.0% |
| 3M | +15.7% | +4.6% | +11.2% | +10.5% |
| 6M | +32.2% | +17.8% | +14.4% | +13.5% |
| YTD | +15.8% | +25.8% | -10.0% | -6.3% |
| 1Y | +27.3% | +36.4% | -9.1% | -3.8% |
| 3Y | +137.5% | +90.0% | +47.5% | +34.3% |
| 5Y | +73.1% | +46.6% | +26.5% | +21.5% |
| 10Y | +397.7% | +132.3% | +265.5% | +155.8% |
| All | +397.7% | +128.0% | +269.8% | +155.8% |
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