+203.3%
BAC vs EEM
+860.9%
-657.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -1.6% |
| 7D | +1.1% | +2.3% | -1.2% | -0.9% |
| 30D | -0.4% | +4.5% | -4.9% | -4.4% |
| 3M | +16.9% | -0.1% | +17.0% | +14.6% |
| 6M | +26.6% | +16.9% | +9.7% | +6.6% |
| YTD | +15.8% | +26.2% | -10.4% | -9.4% |
| 1Y | +27.2% | +40.5% | -13.3% | -10.0% |
| 3Y | +132.4% | +86.2% | +46.2% | +25.5% |
| 5Y | +72.6% | +45.5% | +27.1% | +15.2% |
| 10Y | +389.7% | +128.6% | +261.1% | +111.0% |
| All | +203.3% | +860.9% | -657.7% | -22.5% |
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