+854.3%
EEM vs BB
+231.2%
+623.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.3% | -5.6% | +8.0% | +3.3% |
| 30D | +4.5% | -11.8% | +16.3% | +6.5% |
| 3M | -0.1% | -25.5% | +25.5% | +3.8% |
| 6M | +16.9% | +121.3% | -104.3% | +0.5% |
| YTD | +26.2% | +103.2% | -76.9% | +9.9% |
| 1Y | +40.5% | +102.6% | -62.1% | +21.6% |
| 3Y | +86.2% | +37.5% | +48.7% | +62.8% |
| 5Y | +45.5% | -30.4% | +75.9% | +37.2% |
| 10Y | +128.6% | 0.0% | +128.6% | +66.0% |
| All | +854.3% | +231.2% | +623.1% | +543.3% |
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