+842.3%
EEM vs BKR
+327.9%
+514.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.5% |
| 7D | -1.3% | -7.0% | +5.7% | +1.4% |
| 30D | +2.1% | -8.1% | +10.2% | +5.2% |
| 3M | +1.0% | -6.6% | +7.6% | +3.1% |
| 6M | +15.9% | +0.9% | +15.1% | +14.3% |
| YTD | +24.6% | +31.1% | -6.4% | +10.9% |
| 1Y | +32.3% | +27.7% | +4.6% | +18.3% |
| 3Y | +85.9% | +71.2% | +14.7% | +43.2% |
| 5Y | +45.4% | +177.6% | -132.3% | -13.5% |
| 10Y | +130.1% | +122.7% | +7.4% | +26.2% |
| All | +842.3% | +327.9% | +514.4% | +258.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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