+114.1%
EEM vs B
+184.6%
-70.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.1% | +5.3% | +0.3% |
| 7D | -0.9% | +7.1% | -8.0% | -2.2% |
| 30D | -9.3% | -3.3% | -6.0% | -8.9% |
| 3M | -7.1% | -2.5% | -4.5% | -6.9% |
| 6M | -10.4% | -7.2% | -3.2% | -9.8% |
| YTD | +11.3% | -7.4% | +18.6% | +11.7% |
| 1Y | +11.3% | +16.4% | -5.2% | +7.6% |
| 3Y | +69.6% | +178.7% | -109.1% | +41.3% |
| 5Y | +33.6% | +121.7% | -88.1% | +13.2% |
| 10Y | +114.1% | +208.6% | -94.5% | +66.0% |
| All | +114.1% | +184.6% | -70.5% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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