+132.3%
EEM vs ALL
+359.1%
-226.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +2.0% | -2.2% | +4.2% | +2.5% |
| 30D | +5.1% | -5.6% | +10.7% | +6.3% |
| 3M | +4.6% | +17.2% | -12.7% | -0.1% |
| 6M | +17.8% | +23.2% | -5.5% | +10.7% |
| YTD | +25.8% | +23.6% | +2.2% | +17.8% |
| 1Y | +36.4% | +29.2% | +7.2% | +25.8% |
| 3Y | +90.0% | +153.8% | -63.8% | +38.2% |
| 5Y | +46.6% | +116.1% | -69.5% | +9.5% |
| 10Y | +132.3% | +364.8% | -232.6% | +29.8% |
| All | +132.3% | +359.1% | -226.8% | +29.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling