+114.1%
EEM vs ARWR
+1,055.7%
-941.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.9% | -17.7% | +16.8% | +0.7% |
| 30D | -9.3% | -21.9% | +12.6% | -7.4% |
| 3M | -7.1% | -44.5% | +37.5% | -2.3% |
| 6M | -10.4% | -32.6% | +22.2% | -7.7% |
| YTD | +11.3% | -26.2% | +37.5% | +13.3% |
| 1Y | +11.3% | +23.0% | -11.7% | +7.7% |
| 3Y | +69.6% | +81.8% | -12.1% | +52.2% |
| 5Y | +33.6% | -36.0% | +69.7% | +27.2% |
| 10Y | +114.1% | +1,039.5% | -925.4% | +67.7% |
| All | +114.1% | +1,055.7% | -941.5% | +67.7% |
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