+391.8%
BAC vs EMB
+29.2%
+362.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.3% |
| 7D | +1.2% | +0.3% | +0.9% | +0.8% |
| 30D | -0.7% | -0.5% | -0.2% | -0.2% |
| 3M | +16.9% | +0.3% | +16.6% | +16.5% |
| 6M | +29.6% | +1.2% | +28.4% | +28.0% |
| YTD | +15.3% | +1.5% | +13.8% | +13.4% |
| 1Y | +28.8% | +4.8% | +24.0% | +22.4% |
| 3Y | +136.4% | +30.4% | +106.0% | +78.0% |
| 5Y | +72.9% | +7.3% | +65.7% | +61.8% |
| 10Y | +391.8% | +29.7% | +362.1% | +338.9% |
| All | +391.8% | +29.2% | +362.6% | +338.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling