+842.3%
EEM vs BNY
+1,078.1%
-235.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | -1.3% | +0.1% | -0.6% |
| 30D | +2.1% | -0.2% | +2.2% | +2.1% |
| 3M | +1.0% | +14.9% | -13.9% | -5.8% |
| 6M | +15.9% | +40.0% | -24.1% | -1.7% |
| YTD | +24.6% | +42.0% | -17.3% | +4.6% |
| 1Y | +32.3% | +56.9% | -24.6% | +5.6% |
| 3Y | +85.9% | +289.9% | -204.0% | -6.3% |
| 5Y | +45.4% | +259.2% | -213.8% | -26.1% |
| 10Y | +130.1% | +413.3% | -283.2% | -10.1% |
| All | +842.3% | +1,078.1% | -235.7% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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