+112.4%
C vs EEM
+33.5%
+78.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +0.5% |
| 7D | -0.9% | -0.1% | -0.8% | -0.8% |
| 30D | -5.4% | -8.6% | +3.2% | +0.6% |
| 3M | -9.2% | -7.0% | -2.1% | -4.9% |
| 6M | -1.8% | -9.7% | +7.9% | +3.8% |
| YTD | +6.7% | +12.1% | -5.4% | -5.4% |
| 1Y | +23.5% | +14.1% | +9.4% | +8.1% |
| 3Y | +219.8% | +72.1% | +147.7% | +99.8% |
| 5Y | +112.4% | +34.1% | +78.3% | +57.4% |
| All | +112.4% | +33.5% | +78.9% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling