+842.3%
EEM vs BLK
+3,931.9%
-3,089.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.4% |
| 7D | -1.3% | -3.3% | +2.1% | +0.4% |
| 30D | +2.1% | -6.5% | +8.6% | +5.5% |
| 3M | +1.0% | +6.7% | -5.7% | -2.9% |
| 6M | +15.9% | +14.7% | +1.2% | +7.2% |
| YTD | +24.6% | +2.5% | +22.1% | +21.4% |
| 1Y | +32.3% | -2.8% | +35.1% | +32.0% |
| 3Y | +85.9% | +65.9% | +20.1% | +37.6% |
| 5Y | +45.4% | +33.0% | +12.4% | +17.0% |
| 10Y | +130.1% | +281.2% | -151.1% | -1.2% |
| All | +842.3% | +3,931.9% | -3,089.6% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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