+3.4%
BAX vs EMB
+5.1%
-1.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.6% | -3.5% |
| 7D | -2.4% | +0.3% | -2.7% | -3.2% |
| 30D | -9.7% | -0.5% | -9.2% | -8.6% |
| 3M | +29.3% | +0.3% | +28.9% | +28.6% |
| 6M | +40.7% | +1.2% | +39.5% | +35.8% |
| YTD | +30.3% | +1.5% | +28.8% | +25.9% |
| 1Y | +3.4% | +4.8% | -1.4% | -5.1% |
| All | +3.4% | +5.1% | -1.7% | -5.1% |
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