+118.3%
EEM vs ALL
+369.3%
-251.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.4% |
| 7D | -0.9% | -0.1% | -0.7% | -0.9% |
| 30D | -9.3% | +13.8% | -23.1% | -12.0% |
| 3M | -7.1% | -2.8% | -4.3% | -6.8% |
| 6M | -10.4% | +23.7% | -34.0% | -15.9% |
| YTD | +11.3% | +27.3% | -16.0% | +3.3% |
| 1Y | +11.3% | +30.5% | -19.3% | +2.4% |
| 3Y | +69.6% | +113.0% | -43.4% | +31.2% |
| 5Y | +33.6% | +157.6% | -123.9% | -6.9% |
| All | +118.3% | +369.3% | -251.0% | +26.5% |
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