+136.4%
BAC vs EEM
+90.8%
+45.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +1.2% | +3.1% | -1.9% | +0.1% |
| 30D | -0.7% | +4.9% | -5.6% | -2.5% |
| 3M | +16.9% | +5.2% | +11.7% | +13.8% |
| 6M | +29.6% | +20.7% | +8.9% | +16.7% |
| YTD | +15.3% | +26.5% | -11.2% | +0.6% |
| 1Y | +28.8% | +37.8% | -9.0% | +6.9% |
| 3Y | +136.4% | +91.0% | +45.4% | +51.6% |
| All | +136.4% | +90.8% | +45.6% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling