+125.7%
EEM vs ARWR
+1,080.6%
-954.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | -0.7% | -4.3% | +3.6% | -0.3% |
| 30D | +2.4% | -7.3% | +9.7% | +3.1% |
| 3M | +4.2% | +17.0% | -12.9% | +2.4% |
| 6M | +14.8% | +39.8% | -25.0% | +10.9% |
| YTD | +23.1% | +24.7% | -1.6% | +19.9% |
| 1Y | +32.5% | +186.5% | -153.9% | +19.0% |
| 3Y | +85.9% | +176.8% | -90.9% | +60.7% |
| 5Y | +43.6% | +29.3% | +14.2% | +28.6% |
| All | +125.7% | +1,080.6% | -954.9% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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