+34.8%
DIS vs EEM
+90.7%
-55.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.5% | -2.3% |
| 7D | -2.6% | +2.3% | -4.9% | -3.3% |
| 30D | +3.5% | +4.5% | -1.0% | +1.9% |
| 3M | +6.8% | -0.1% | +6.9% | +6.4% |
| 6M | +3.0% | +16.9% | -14.0% | -4.6% |
| YTD | -6.7% | +26.2% | -33.0% | -17.0% |
| 1Y | -10.1% | +40.5% | -50.6% | -24.4% |
| All | +34.8% | +90.7% | -55.8% | -3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling