+121.1%
EEM vs ALL
+377.9%
-256.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.7% | -0.4% |
| 7D | +2.7% | +5.0% | -2.4% | +1.6% |
| 30D | -5.4% | +13.3% | -18.7% | -8.1% |
| 3M | -8.6% | +3.2% | -11.8% | -9.5% |
| 6M | -8.9% | +25.3% | -34.2% | -14.7% |
| YTD | +11.9% | +30.5% | -18.5% | +3.3% |
| 1Y | +13.1% | +29.2% | -16.1% | +4.6% |
| 3Y | +70.7% | +119.1% | -48.5% | +31.1% |
| 5Y | +31.8% | +162.6% | -130.9% | -8.5% |
| All | +121.1% | +377.9% | -256.8% | +26.2% |
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