+32.7%
EEM vs ARWR
-35.7%
+68.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.5% | +3.0% | -1.0% |
| 7D | +5.3% | -17.9% | +23.3% | +7.3% |
| 30D | -7.0% | -18.9% | +11.9% | -5.1% |
| 3M | -8.0% | -46.0% | +38.0% | -2.2% |
| 6M | -6.6% | -40.3% | +33.7% | -2.1% |
| YTD | +12.3% | -29.0% | +41.3% | +15.1% |
| 1Y | +12.2% | +13.8% | -1.7% | +8.8% |
| 3Y | +71.2% | +74.9% | -3.7% | +49.8% |
| All | +32.7% | -35.7% | +68.4% | +21.9% |
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