+128.5%
EEM vs BBY
+252.7%
-124.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.8% | +0.6% |
| 7D | -1.3% | +0.6% | -1.8% | -1.4% |
| 30D | +2.1% | +9.4% | -7.3% | 0.0% |
| 3M | +1.0% | +19.3% | -18.3% | -3.0% |
| 6M | +15.9% | +47.9% | -32.0% | +5.6% |
| YTD | +24.6% | +39.6% | -14.9% | +14.6% |
| 1Y | +32.3% | +22.2% | +10.1% | +24.9% |
| 3Y | +85.9% | +45.0% | +40.9% | +63.3% |
| 5Y | +45.4% | +2.6% | +42.8% | +34.6% |
| All | +128.5% | +252.7% | -124.2% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling