-33.4%
BAX vs EME
+240.3%
-273.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.6% | -1.5% |
| 7D | -5.1% | +2.7% | -7.8% | -5.5% |
| 30D | -12.2% | -6.8% | -5.4% | -11.3% |
| 3M | +21.8% | -8.8% | +30.6% | +22.5% |
| 6M | +36.3% | +5.0% | +31.3% | +33.5% |
| YTD | +27.8% | +23.5% | +4.3% | +22.2% |
| 1Y | -0.1% | +21.3% | -21.4% | -2.9% |
| All | -33.4% | +240.3% | -273.7% | -42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling