-64.3%
BAX vs EME
+414.8%
-479.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | +0.4% | +11.3% | -11.0% | -1.4% |
| 30D | +3.4% | -14.6% | +18.0% | +5.8% |
| 3M | -4.5% | -20.4% | +16.0% | -1.3% |
| 6M | +44.0% | -28.3% | +72.3% | +50.5% |
| YTD | +34.9% | +8.6% | +26.3% | +30.5% |
| 1Y | +37.9% | +3.2% | +34.7% | +34.5% |
| 3Y | -17.1% | +216.8% | -233.8% | -35.0% |
| 5Y | -64.3% | +417.5% | -481.7% | -75.7% |
| All | -64.3% | +414.8% | -479.1% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling