+747.7%
EEM vs B
+302.8%
+444.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.4% | +2.0% |
| 7D | -0.1% | +11.3% | -11.5% | -2.4% |
| 30D | -8.6% | +2.9% | -11.6% | -9.3% |
| 3M | -7.0% | -2.9% | -4.2% | -6.8% |
| 6M | -9.7% | -1.2% | -8.5% | -10.1% |
| YTD | +12.1% | -1.3% | +13.5% | +11.1% |
| 1Y | +14.1% | +30.4% | -16.3% | +6.4% |
| 3Y | +72.1% | +195.3% | -123.1% | +32.7% |
| 5Y | +34.1% | +146.2% | -112.1% | +5.2% |
| 10Y | +109.6% | +200.5% | -90.9% | +47.6% |
| All | +747.7% | +302.8% | +444.9% | +363.8% |
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