+595.2%
BAX vs EME
+53,473.8%
-52,878.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +0.1% | +8.4% | -8.3% | -1.2% |
| 30D | +4.1% | -11.5% | +15.6% | +5.8% |
| 3M | -4.5% | -20.6% | +16.1% | -1.5% |
| 6M | +49.2% | -28.5% | +77.7% | +55.7% |
| YTD | +35.2% | +8.0% | +27.2% | +31.9% |
| 1Y | +38.3% | +6.8% | +31.5% | +35.0% |
| 3Y | -19.0% | +213.9% | -232.9% | -34.5% |
| 5Y | -64.2% | +414.8% | -479.0% | -73.5% |
| 10Y | -35.7% | +916.9% | -952.7% | -58.4% |
| All | +595.2% | +53,473.8% | -52,878.6% | +207.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling