+15.1%
BAX vs EMB
+126.0%
-110.9%
-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% | -2.7% | -1.8% | -3.1% |
| 6M | +52.0% | -2.8% | +54.8% | +54.5% |
| YTD | +35.1% | -1.1% | +36.3% | +36.3% |
| 1Y | +43.7% | 0.0% | +43.7% | +44.2% |
| 3Y | -20.9% | +28.8% | -49.7% | -29.4% |
| 5Y | -63.5% | +6.0% | -69.5% | -64.7% |
| 10Y | -36.0% | +29.1% | -65.1% | -42.3% |
| All | +15.1% | +126.0% | -110.9% | -8.6% |
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 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