+359.9%
CSCO vs EEM
+130.4%
+229.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.3% | -0.5% |
| 7D | -1.1% | -0.7% | -0.4% | -0.7% |
| 30D | -10.8% | +2.4% | -13.2% | -12.1% |
| 3M | -9.2% | +4.2% | -13.4% | -11.9% |
| 6M | +39.5% | +14.8% | +24.8% | +26.6% |
| YTD | +41.5% | +23.1% | +18.4% | +22.5% |
| 1Y | +61.0% | +32.5% | +28.4% | +32.7% |
| 3Y | +105.2% | +85.9% | +19.3% | +34.8% |
| 5Y | +113.4% | +43.6% | +69.9% | +64.6% |
| All | +359.9% | +130.4% | +229.5% | +166.2% |
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