+32.5%
EEM vs BAX
-0.8%
+33.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -0.7% | -5.4% | +4.7% | -0.1% |
| 30D | +2.4% | -12.4% | +14.8% | +3.8% |
| 3M | +4.2% | +19.1% | -14.9% | +1.7% |
| 6M | +14.8% | +38.6% | -23.8% | +9.0% |
| YTD | +23.1% | +26.7% | -3.6% | +17.6% |
| 1Y | +32.5% | +1.0% | +31.5% | +30.3% |
| All | +32.5% | -0.8% | +33.3% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling