+18.0%
BAC vs EMB
+6.0%
+11.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | -0.1% | -1.1% | -1.0% |
| 30D | -7.7% | +1.3% | -9.0% | -8.8% |
| 3M | -21.2% | -2.7% | -18.4% | -18.8% |
| 6M | -6.8% | -2.8% | -4.0% | -4.0% |
| YTD | -8.7% | -1.1% | -7.6% | -7.6% |
| 1Y | -5.3% | 0.0% | -5.3% | -5.2% |
| 3Y | +87.4% | +28.8% | +58.7% | +47.1% |
| All | +18.0% | +6.0% | +11.9% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling