+121.1%
EEM vs BAX
-35.8%
+157.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -5.4% | +4.1% | -9.5% | -6.4% |
| 3M | -8.6% | -4.5% | -4.1% | -8.0% |
| 6M | -8.9% | +49.2% | -58.1% | -17.8% |
| YTD | +11.9% | +35.2% | -23.3% | +2.2% |
| 1Y | +13.1% | +38.3% | -25.2% | +2.6% |
| 3Y | +70.7% | -19.0% | +89.7% | +71.0% |
| 5Y | +31.8% | -64.2% | +95.9% | +69.7% |
| All | +121.1% | -35.8% | +157.0% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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