+15.0%
EEM vs ALL
+42.7%
-27.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +2.0% |
| 7D | -3.0% | +7.5% | -10.5% | -0.1% |
| 30D | -10.3% | +19.7% | -30.1% | -3.7% |
| 3M | -6.6% | +2.9% | -9.5% | -5.2% |
| 6M | -3.4% | +23.5% | -26.9% | +5.3% |
| YTD | +13.2% | +31.1% | -17.9% | +24.0% |
| 1Y | +15.0% | +40.5% | -25.5% | +26.3% |
| All | +15.0% | +42.7% | -27.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 1y: compounded portfolio wealth divided by compounded ALL 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…
1y analysis · Full analysis span regression · 6 months rolling