-1.4%
BAC vs EEM
+11.5%
-13.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +3.2% | +2.7% | +0.6% | +2.6% |
| 30D | -0.7% | -5.4% | +4.7% | +0.3% |
| 3M | -20.0% | -8.6% | -11.3% | -18.6% |
| 6M | +3.4% | -8.9% | +12.3% | +4.4% |
| YTD | -5.7% | +11.9% | -17.7% | -14.9% |
| 1Y | -1.4% | +13.1% | -14.5% | -11.4% |
| All | -1.4% | +11.5% | -13.0% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling