+45.0%
EEM vs BR
+8.0%
+36.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | +2.1% | -0.3% | +2.4% | +2.0% |
| 3M | +1.0% | +17.3% | -16.3% | -2.8% |
| 6M | +15.9% | -6.7% | +22.6% | +18.0% |
| YTD | +24.6% | -23.4% | +48.1% | +33.8% |
| 1Y | +32.3% | -32.7% | +64.9% | +47.8% |
| 3Y | +85.9% | -5.9% | +91.8% | +83.9% |
| All | +45.0% | +8.0% | +36.9% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling