+69.2%
BAC vs EMB
+127.1%
-57.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| 3M | -21.2% | -2.2% | -18.9% | -19.1% |
| 6M | -6.8% | -2.3% | -4.5% | -4.4% |
| YTD | -8.7% | -0.6% | -8.1% | -8.0% |
| 1Y | -5.3% | +0.5% | -5.8% | -5.7% |
| 3Y | +87.4% | +29.4% | +58.0% | +42.4% |
| 5Y | +18.9% | +6.5% | +12.4% | +11.4% |
| 10Y | +273.3% | +29.8% | +243.5% | +185.4% |
| All | +69.2% | +127.1% | -57.9% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling