+125.7%
EEM vs A
+247.2%
-121.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.0% | -1.7% |
| 7D | -0.7% | -4.6% | +3.9% | +1.0% |
| 30D | +2.4% | -4.3% | +6.7% | +3.9% |
| 3M | +4.2% | +8.9% | -4.8% | +0.5% |
| 6M | +14.8% | +24.5% | -9.7% | +4.5% |
| YTD | +23.1% | +5.8% | +17.3% | +18.9% |
| 1Y | +32.5% | +16.2% | +16.3% | +22.8% |
| 3Y | +85.9% | +28.5% | +57.4% | +59.6% |
| 5Y | +43.6% | -16.3% | +59.9% | +45.8% |
| All | +125.7% | +247.2% | -121.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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