+29.8%
EEM vs ARWR
-28.9%
+58.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +2.1% |
| 7D | -2.8% | -2.9% | +0.1% | -2.5% |
| 30D | -11.9% | -5.4% | -6.5% | -11.4% |
| 3M | -8.8% | -32.2% | +23.5% | -5.1% |
| 6M | -11.6% | -26.5% | +14.9% | -9.3% |
| YTD | +9.0% | -12.4% | +21.4% | +9.5% |
| 1Y | +10.6% | +46.9% | -36.3% | +4.6% |
| 3Y | +64.4% | +116.0% | -51.6% | +41.1% |
| All | +29.8% | -28.9% | +58.8% | +17.9% |
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