+46.6%
EEM vs A
-16.2%
+62.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.1% |
| 7D | +2.0% | -4.4% | +6.4% | +3.2% |
| 30D | +5.1% | -2.7% | +7.7% | +5.8% |
| 3M | +4.6% | +7.0% | -2.5% | +2.4% |
| 6M | +17.8% | +24.6% | -6.9% | +10.1% |
| YTD | +25.8% | +7.0% | +18.8% | +22.5% |
| 1Y | +36.4% | +15.6% | +20.8% | +29.5% |
| 3Y | +90.0% | +29.9% | +60.1% | +70.1% |
| 5Y | +46.6% | -15.4% | +61.9% | +42.3% |
| All | +46.6% | -16.2% | +62.8% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling