+121.9%
EEM vs B
+218.7%
-96.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.7% | -0.9% |
| 7D | +5.3% | -6.2% | +11.5% | +6.5% |
| 30D | -7.0% | -6.6% | -0.4% | -6.0% |
| 3M | -8.0% | -7.9% | -0.1% | -6.9% |
| 6M | -6.6% | -16.8% | +10.2% | -4.2% |
| YTD | +12.3% | -11.7% | +24.0% | +13.7% |
| 1Y | +12.2% | +3.5% | +8.7% | +10.6% |
| 3Y | +71.2% | +165.7% | -94.5% | +43.9% |
| 5Y | +32.2% | +108.4% | -76.2% | +13.2% |
| All | +121.9% | +218.7% | -96.7% | +71.5% |
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