+32.2%
EEM vs ARWR
-34.9%
+67.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.5% |
| 7D | +2.7% | -17.8% | +20.5% | +4.6% |
| 30D | -5.4% | -18.1% | +12.8% | -3.5% |
| 3M | -8.6% | -44.2% | +35.5% | -3.2% |
| 6M | -8.9% | -38.6% | +29.8% | -4.8% |
| YTD | +11.9% | -28.0% | +40.0% | +14.5% |
| 1Y | +13.1% | +16.1% | -3.1% | +9.4% |
| 3Y | +70.7% | +84.0% | -13.3% | +48.4% |
| All | +32.2% | -34.9% | +67.1% | +21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling