+32.3%
EEM vs BTSG
+113.2%
-80.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.0% |
| 7D | -1.3% | -3.3% | +2.0% | -0.6% |
| 30D | +2.1% | -1.6% | +3.7% | +2.3% |
| 3M | +1.0% | -6.9% | +7.9% | +1.0% |
| 6M | +15.9% | +42.1% | -26.2% | +4.3% |
| YTD | +24.6% | +56.8% | -32.2% | +10.2% |
| 1Y | +32.3% | +109.8% | -77.5% | +11.7% |
| All | +32.3% | +113.2% | -80.9% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling