+48.0%
BAX vs EME
-3.1%
+51.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -9.6% | +13.6% | +5.0% |
| 7D | +4.1% | -5.8% | +9.9% | +4.5% |
| 30D | +9.4% | -17.9% | +27.3% | +11.8% |
| 3M | -6.5% | -22.0% | +15.5% | -3.8% |
| 6M | +59.6% | -29.7% | +89.3% | +65.0% |
| YTD | +38.9% | +4.7% | +34.2% | +38.3% |
| 1Y | +48.0% | -2.1% | +50.1% | +48.3% |
| All | +48.0% | -3.1% | +51.1% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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