+125.6%
EEM vs B
+186.6%
-61.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.4% |
| 7D | +3.1% | +2.3% | +0.8% | +2.6% |
| 30D | +4.9% | +1.4% | +3.5% | +4.4% |
| 3M | +5.2% | +12.2% | -7.0% | +2.8% |
| 6M | +20.7% | -2.1% | +22.8% | +20.3% |
| YTD | +26.5% | +2.9% | +23.5% | +24.8% |
| 1Y | +37.8% | +55.3% | -17.5% | +26.9% |
| 3Y | +91.0% | +198.7% | -107.7% | +56.9% |
| 5Y | +47.0% | +153.8% | -106.7% | +21.9% |
| 10Y | +125.6% | +193.4% | -67.8% | +77.1% |
| All | +125.6% | +186.6% | -61.0% | +77.1% |
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