+569.6%
BAX vs EME
+62,686.5%
-62,116.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.5% | -6.3% | -4.2% |
| 7D | -2.4% | +5.2% | -7.6% | -3.2% |
| 30D | -9.7% | -5.4% | -4.4% | -9.1% |
| 3M | +29.3% | -6.1% | +35.4% | +29.7% |
| 6M | +40.7% | +9.7% | +31.0% | +37.6% |
| YTD | +30.3% | +26.6% | +3.7% | +24.4% |
| 1Y | +3.4% | +24.6% | -21.2% | -1.1% |
| 3Y | -32.0% | +249.6% | -281.6% | -45.8% |
| 5Y | -66.9% | +556.6% | -623.4% | -76.3% |
| 10Y | -37.1% | +1,286.6% | -1,323.7% | -61.0% |
| All | +569.6% | +62,686.5% | -62,116.9% | +190.3% |
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 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