+33.6%
EEM vs ARWR
-39.6%
+73.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -0.9% | -17.7% | +16.8% | +1.0% |
| 30D | -9.3% | -21.9% | +12.6% | -7.1% |
| 3M | -7.1% | -44.5% | +37.5% | -1.5% |
| 6M | -10.4% | -32.6% | +22.2% | -7.3% |
| YTD | +11.3% | -26.2% | +37.5% | +13.6% |
| 1Y | +11.3% | +23.0% | -11.7% | +7.0% |
| 3Y | +69.6% | +81.8% | -12.1% | +48.0% |
| 5Y | +33.6% | -36.0% | +69.7% | +22.9% |
| All | +33.6% | -39.6% | +73.3% | +22.9% |
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