+746.2%
EEM vs BEN
+560.1%
+186.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +2.7% | +6.8% | -4.1% | -0.8% |
| 30D | -5.4% | +18.0% | -23.4% | -13.3% |
| 3M | -8.6% | +7.5% | -16.1% | -12.2% |
| 6M | -8.9% | +14.7% | -23.6% | -15.6% |
| YTD | +11.9% | +56.1% | -44.2% | -12.4% |
| 1Y | +13.1% | +69.6% | -56.5% | -15.3% |
| 3Y | +70.7% | +87.7% | -17.0% | +14.6% |
| 5Y | +31.8% | +28.6% | +3.1% | +4.1% |
| 10Y | +119.5% | +59.8% | +59.7% | +31.0% |
| All | +746.2% | +560.1% | +186.1% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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