+43.6%
EEM vs BB
-29.9%
+73.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.8% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | +2.4% | -16.0% | +18.4% | +4.7% |
| 3M | +4.2% | -14.5% | +18.7% | +5.5% |
| 6M | +14.8% | +118.6% | -103.8% | +1.2% |
| YTD | +23.1% | +98.9% | -75.8% | +9.9% |
| 1Y | +32.5% | +99.5% | -66.9% | +17.6% |
| 3Y | +85.9% | +65.4% | +20.5% | +62.6% |
| 5Y | +43.6% | -27.6% | +71.2% | +39.8% |
| All | +43.6% | -29.9% | +73.4% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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