+48.0%
BAX vs EMB
+0.7%
+47.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +1.7% |
| 7D | +4.1% | +0.7% | +3.4% | +2.3% |
| 30D | +9.4% | +2.3% | +7.1% | +3.6% |
| 3M | -6.5% | -2.5% | -4.0% | -0.2% |
| 6M | +59.6% | -1.1% | +60.7% | +64.3% |
| YTD | +38.9% | -0.6% | +39.5% | +42.2% |
| 1Y | +48.0% | +0.6% | +47.4% | +50.0% |
| All | +48.0% | +0.7% | +47.3% | +50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling