-33.3%
BAX vs EMB
+36.8%
-70.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.7% |
| 7D | +0.4% | -0.7% | +1.0% | +0.9% |
| 30D | +3.4% | +0.5% | +2.9% | +3.1% |
| 3M | -4.5% | -2.5% | -2.0% | -2.6% |
| 6M | +44.0% | -2.0% | +46.0% | +46.4% |
| YTD | +34.9% | -0.9% | +35.7% | +36.3% |
| 1Y | +37.9% | -0.3% | +38.2% | +38.8% |
| 3Y | -17.1% | +29.2% | -46.3% | -28.7% |
| 5Y | -64.3% | +7.4% | -71.7% | -65.8% |
| All | -33.3% | +36.8% | -70.1% | -41.6% |
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