+37.8%
EEM vs B
+56.5%
-18.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.6% |
| 7D | +3.1% | +2.3% | +0.8% | +2.4% |
| 30D | +4.9% | +1.4% | +3.5% | +4.2% |
| 3M | +5.2% | +12.2% | -7.0% | +1.4% |
| 6M | +20.7% | -2.1% | +22.8% | +19.0% |
| YTD | +26.5% | +2.9% | +23.5% | +24.2% |
| 1Y | +37.8% | +55.3% | -17.5% | +31.4% |
| All | +37.8% | +56.5% | -18.6% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling