-39.3%
BAX vs EME
+1,362.1%
-1,401.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.3% | -5.9% | -2.4% |
| 7D | -7.9% | +3.5% | -11.4% | -8.5% |
| 30D | -11.7% | -6.3% | -5.3% | -10.7% |
| 3M | +16.2% | -3.8% | +20.0% | +16.1% |
| 6M | +32.0% | +8.5% | +23.5% | +28.4% |
| YTD | +24.7% | +27.8% | -3.1% | +17.3% |
| 1Y | -2.6% | +22.2% | -24.9% | -7.5% |
| 3Y | -35.0% | +253.5% | -288.4% | -51.6% |
| 5Y | -67.6% | +578.6% | -646.2% | -79.5% |
| All | -39.3% | +1,362.1% | -1,401.4% | -67.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling