-3.5%
BAC vs EEM
+11.3%
-14.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.4% |
| 7D | +2.1% | -0.9% | +2.9% | +2.3% |
| 30D | -6.7% | -9.3% | +2.6% | -4.9% |
| 3M | -20.2% | -7.1% | -13.2% | -19.0% |
| 6M | -0.2% | -10.4% | +10.2% | +1.2% |
| YTD | -6.4% | +11.3% | -17.7% | -16.0% |
| All | -3.5% | +11.3% | -14.7% | -12.6% |
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