+749.3%
EEM vs BAX
+268.6%
+480.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.6% |
| 7D | +5.3% | +0.4% | +5.0% | +5.2% |
| 30D | -7.0% | +3.4% | -10.4% | -8.5% |
| 3M | -8.0% | -4.5% | -3.6% | -6.9% |
| 6M | -6.6% | +44.0% | -50.6% | -20.9% |
| YTD | +12.3% | +34.9% | -22.5% | -4.2% |
| 1Y | +12.2% | +37.9% | -25.8% | -5.5% |
| 3Y | +71.2% | -17.1% | +88.3% | +67.3% |
| 5Y | +32.2% | -64.3% | +96.5% | +87.5% |
| 10Y | +120.3% | -35.9% | +156.2% | +106.1% |
| All | +749.3% | +268.6% | +480.6% | +359.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling