+851.2%
EEM vs BG
+639.7%
+211.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.0% | +0.5% | +1.5% | +1.7% |
| 30D | +5.1% | +10.3% | -5.2% | +1.1% |
| 3M | +4.6% | -1.9% | +6.5% | +4.4% |
| 6M | +17.8% | +5.2% | +12.5% | +14.0% |
| YTD | +25.8% | +41.2% | -15.3% | +8.9% |
| 1Y | +36.4% | +50.5% | -14.1% | +14.4% |
| 3Y | +90.0% | +19.9% | +70.1% | +69.1% |
| 5Y | +46.6% | +86.7% | -40.1% | +4.5% |
| 10Y | +132.3% | +167.5% | -35.2% | +28.5% |
| All | +851.2% | +639.7% | +211.5% | +276.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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