+854.3%
EEM vs B
+326.5%
+527.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +4.0% | +2.3% |
| 7D | +2.3% | -1.6% | +3.9% | +2.6% |
| 30D | +4.5% | +9.4% | -4.9% | +2.3% |
| 3M | -0.1% | +5.0% | -5.0% | -1.5% |
| 6M | +16.9% | -3.5% | +20.5% | +17.0% |
| YTD | +26.2% | +4.5% | +21.8% | +23.8% |
| 1Y | +40.5% | +67.8% | -27.3% | +24.1% |
| 3Y | +86.2% | +196.7% | -110.5% | +43.5% |
| 5Y | +45.5% | +151.9% | -106.5% | +13.7% |
| 10Y | +128.6% | +202.2% | -73.5% | +60.5% |
| All | +854.3% | +326.5% | +527.8% | +416.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling