+668.0%
BE vs EEM
+63.8%
+604.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.6% | -4.3% |
| 7D | +10.8% | +2.7% | +8.1% | +6.8% |
| 30D | -19.8% | -5.4% | -14.4% | -9.7% |
| 3M | -18.7% | -8.6% | -10.1% | -1.5% |
| 6M | -33.7% | -8.9% | -24.9% | -15.7% |
| YTD | +121.0% | +11.9% | +109.0% | +103.1% |
| 1Y | +85.4% | +13.1% | +72.3% | +69.1% |
| 3Y | +1,709.5% | +70.7% | +1,638.9% | +801.9% |
| 5Y | +462.2% | +31.8% | +430.4% | +339.3% |
| All | +668.0% | +63.8% | +604.2% | +445.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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