+233.0%
BAC vs EEM
+123.6%
+109.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.8% |
| 7D | -1.9% | +0.7% | -2.5% | -2.5% |
| 30D | -7.2% | -6.2% | -1.0% | -2.9% |
| 3M | -20.4% | -5.2% | -15.2% | -17.7% |
| 6M | +1.3% | -8.1% | +9.4% | +5.3% |
| YTD | -6.4% | +14.0% | -20.4% | -19.2% |
| 1Y | -3.5% | +13.8% | -17.3% | -16.6% |
| 3Y | +96.7% | +73.7% | +23.0% | +16.6% |
| 5Y | +20.6% | +34.6% | -14.0% | -11.0% |
| 10Y | +233.0% | +123.6% | +109.5% | +74.3% |
| All | +233.0% | +123.6% | +109.5% | +74.3% |
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