+15.2%
BAX vs EMB
+132.1%
-116.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -5.5% | -0.3% | -5.2% | -5.3% |
| 3M | +33.5% | -0.4% | +34.0% | +33.9% |
| 6M | +35.9% | +0.1% | +35.7% | +36.1% |
| YTD | +35.4% | +1.6% | +33.8% | +34.6% |
| 1Y | +9.8% | +5.6% | +4.1% | +7.1% |
| 3Y | -32.7% | +29.8% | -62.6% | -40.3% |
| 5Y | -65.6% | +7.3% | -72.8% | -66.9% |
| 10Y | -34.9% | +30.4% | -65.3% | -41.8% |
| All | +15.2% | +132.1% | -116.9% | -9.7% |
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