+746.2%
EEM vs BB
+282.8%
+463.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | 0.0% |
| 7D | +2.7% | +1.8% | +0.8% | +2.4% |
| 30D | -5.4% | +8.1% | -13.5% | -6.9% |
| 3M | -8.6% | -1.0% | -7.6% | -9.2% |
| 6M | -8.9% | +45.9% | -54.8% | -16.1% |
| YTD | +11.9% | +134.8% | -122.9% | -5.4% |
| 1Y | +13.1% | +104.6% | -91.5% | -2.5% |
| 3Y | +70.7% | +152.8% | -82.2% | +34.8% |
| 5Y | +31.8% | -17.4% | +49.2% | +20.7% |
| 10Y | +119.5% | +22.4% | +97.1% | +53.1% |
| All | +746.2% | +282.8% | +463.4% | +453.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling