+63.6%
DIA vs EEM
+47.0%
+16.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.2% | +2.0% | -3.2% | -2.1% |
| 30D | -2.7% | +5.1% | -7.8% | -4.9% |
| 3M | +3.3% | +4.6% | -1.3% | +0.6% |
| 6M | +10.4% | +17.8% | -7.3% | +0.7% |
| YTD | +10.0% | +25.8% | -15.8% | -3.2% |
| 1Y | +16.2% | +36.4% | -20.2% | -2.1% |
| 3Y | +58.7% | +90.0% | -31.3% | +11.6% |
| 5Y | +63.6% | +46.6% | +17.0% | +30.5% |
| All | +63.6% | +47.0% | +16.6% | +30.5% |
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