+244.3%
DIA vs EEM
+130.4%
+113.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.5% | +0.6% |
| 7D | -3.0% | -0.7% | -2.3% | -2.7% |
| 30D | -3.0% | +2.4% | -5.4% | -4.5% |
| 3M | +4.5% | +4.2% | +0.3% | +1.2% |
| 6M | +9.8% | +14.8% | -5.0% | -0.7% |
| YTD | +9.3% | +23.1% | -13.8% | -5.7% |
| 1Y | +16.0% | +32.5% | -16.6% | -4.6% |
| 3Y | +57.7% | +85.9% | -28.2% | +3.4% |
| 5Y | +63.8% | +43.6% | +20.2% | +26.0% |
| All | +244.3% | +130.4% | +113.9% | +102.0% |
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