+144.6%
BAC vs EEM
+753.6%
-609.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.9% | -0.6% | -0.2% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -6.9% | -8.6% | +1.7% | +0.4% |
| 3M | -19.6% | -7.0% | -12.5% | -14.9% |
| 6M | -0.5% | -9.7% | +9.2% | +5.6% |
| YTD | -6.6% | +12.1% | -18.7% | -19.4% |
| 1Y | -3.0% | +14.1% | -17.0% | -17.5% |
| 3Y | +97.3% | +72.1% | +25.2% | +13.4% |
| 5Y | +21.9% | +34.1% | -12.2% | -13.1% |
| 10Y | +251.7% | +109.6% | +142.0% | +63.5% |
| All | +144.6% | +753.6% | -609.1% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling