+128.5%
EEM vs BR
+189.7%
-61.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.3% | -3.0% | +1.7% | -0.3% |
| 30D | +2.1% | -0.3% | +2.4% | +2.0% |
| 3M | +1.0% | +17.3% | -16.3% | -5.2% |
| 6M | +15.9% | -6.7% | +22.6% | +17.8% |
| YTD | +24.6% | -23.4% | +48.1% | +35.9% |
| 1Y | +32.3% | -32.7% | +64.9% | +51.6% |
| 3Y | +85.9% | -5.9% | +91.8% | +82.5% |
| 5Y | +45.4% | +8.4% | +36.9% | +31.1% |
| All | +128.5% | +189.7% | -61.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling