+81.6%
EEM vs BTSG
+382.3%
-300.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.6% | +4.5% | -1.2% |
| 7D | -0.7% | -5.8% | +5.1% | +0.1% |
| 30D | +2.4% | 0.0% | +2.4% | +2.3% |
| 3M | +4.2% | -4.5% | +8.6% | +4.2% |
| 6M | +14.8% | +40.0% | -25.2% | +8.6% |
| YTD | +23.1% | +54.6% | -31.5% | +15.0% |
| 1Y | +32.5% | +106.1% | -73.6% | +19.6% |
| All | +81.6% | +382.3% | -300.7% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling