+854.3%
EEM vs BTI
+1,950.3%
-1,096.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.4% |
| 7D | +2.3% | -1.4% | +3.7% | +3.0% |
| 30D | +4.5% | -6.6% | +11.1% | +8.0% |
| 3M | -0.1% | -3.0% | +2.9% | +0.1% |
| 6M | +16.9% | -6.7% | +23.6% | +18.9% |
| YTD | +26.2% | +0.6% | +25.7% | +23.1% |
| 1Y | +40.5% | +5.6% | +34.9% | +33.0% |
| 3Y | +86.2% | +110.3% | -24.1% | +17.6% |
| 5Y | +45.5% | +114.3% | -68.8% | -11.4% |
| 10Y | +128.6% | +67.7% | +61.0% | +49.3% |
| All | +854.3% | +1,950.3% | -1,096.0% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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