+29.8%
EEM vs B
+134.6%
-104.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.1% |
| 7D | -2.8% | +9.6% | -12.4% | -4.9% |
| 30D | -11.9% | +3.5% | -15.5% | -12.7% |
| 3M | -8.8% | -1.6% | -7.2% | -8.8% |
| 6M | -11.6% | -1.7% | -10.0% | -12.0% |
| YTD | +9.0% | -5.3% | +14.3% | +8.9% |
| 1Y | +10.6% | +27.2% | -16.6% | +4.0% |
| 3Y | +64.4% | +166.1% | -101.8% | +30.6% |
| All | +29.8% | +134.6% | -104.7% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling