+47.0%
EEM vs ALL
+117.0%
-70.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.5% | +0.3% |
| 7D | +3.1% | -1.7% | +4.8% | +3.1% |
| 30D | +4.9% | -4.7% | +9.5% | +5.0% |
| 3M | +5.2% | +18.4% | -13.1% | +3.9% |
| 6M | +20.7% | +20.5% | +0.2% | +18.8% |
| YTD | +26.5% | +23.5% | +2.9% | +24.1% |
| 1Y | +37.8% | +29.0% | +8.9% | +34.4% |
| 3Y | +91.0% | +153.7% | -62.7% | +68.3% |
| 5Y | +47.0% | +114.8% | -67.8% | +34.9% |
| All | +47.0% | +117.0% | -70.0% | +34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling