-64.2%
BAX vs EMB
+7.3%
-71.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.5% |
| 7D | +0.1% | -0.9% | +1.0% | +0.9% |
| 30D | +4.1% | +0.4% | +3.7% | +3.8% |
| 3M | -4.5% | -3.1% | -1.4% | -1.9% |
| 6M | +49.2% | -2.1% | +51.3% | +52.2% |
| YTD | +35.2% | -1.1% | +36.3% | +37.1% |
| 1Y | +38.3% | -0.1% | +38.3% | +39.1% |
| 3Y | -19.0% | +29.6% | -48.6% | -30.1% |
| All | -64.2% | +7.3% | -71.5% | -66.4% |
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