+158.0%
EEM vs BR
+1,282.8%
-1,124.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -0.7% | -6.0% | +5.3% | +2.5% |
| 30D | +2.4% | -0.9% | +3.3% | +2.6% |
| 3M | +4.2% | +16.4% | -12.2% | -5.5% |
| 6M | +14.8% | -8.2% | +23.0% | +17.6% |
| YTD | +23.1% | -23.2% | +46.3% | +37.8% |
| 1Y | +32.5% | -30.9% | +63.5% | +57.0% |
| 3Y | +85.9% | -5.0% | +90.9% | +78.9% |
| 5Y | +43.6% | +8.8% | +34.8% | +23.0% |
| 10Y | +127.2% | +190.1% | -62.8% | -3.9% |
| All | +158.0% | +1,282.8% | -1,124.9% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling