+233.1%
BAC vs EEM
+118.3%
+114.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.8% |
| 7D | +2.1% | -0.9% | +2.9% | +2.6% |
| 30D | -6.7% | -9.3% | +2.6% | 0.0% |
| 3M | -20.2% | -7.1% | -13.2% | -16.3% |
| 6M | -0.2% | -10.4% | +10.2% | +5.6% |
| YTD | -6.4% | +11.3% | -17.7% | -17.7% |
| 1Y | -3.1% | +11.3% | -14.4% | -14.8% |
| 3Y | +96.7% | +69.6% | +27.1% | +18.7% |
| 5Y | +21.3% | +33.6% | -12.4% | -10.3% |
| All | +233.1% | +118.3% | +114.8% | +77.4% |
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