+15.1%
BAX vs EMB
+127.1%
-112.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +12.1% | -0.1% | +12.2% | +12.2% |
| 30D | +7.6% | +1.3% | +6.3% | +6.9% |
| 3M | -4.5% | -2.2% | -2.2% | -3.3% |
| 6M | +52.0% | -2.3% | +54.4% | +54.1% |
| YTD | +35.1% | -0.6% | +35.8% | +36.0% |
| 1Y | +43.7% | +0.5% | +43.2% | +43.8% |
| 3Y | -20.9% | +29.4% | -50.4% | -29.6% |
| 5Y | -63.5% | +6.5% | -70.0% | -64.8% |
| 10Y | -36.0% | +29.8% | -65.8% | -42.5% |
| All | +15.1% | +127.1% | -112.0% | -8.8% |
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