+125.7%
EEM vs BAX
-37.2%
+162.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.0% |
| 7D | -0.7% | -5.4% | +4.7% | +0.5% |
| 30D | +2.4% | -12.4% | +14.8% | +5.4% |
| 3M | +4.2% | +19.1% | -14.9% | -0.7% |
| 6M | +14.8% | +38.6% | -23.8% | +5.1% |
| YTD | +23.1% | +26.7% | -3.6% | +14.2% |
| 1Y | +32.5% | +1.0% | +31.5% | +29.4% |
| 3Y | +85.9% | -33.9% | +119.8% | +96.9% |
| 5Y | +43.6% | -67.0% | +110.6% | +89.6% |
| All | +125.7% | -37.2% | +162.9% | +125.7% |
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