+123.6%
EEM vs CAPR
-59.1%
+182.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +26.5% | -24.1% | +2.1% |
| 7D | +0.7% | +25.8% | -25.1% | +0.4% |
| 30D | -6.2% | +50.2% | -56.4% | -6.8% |
| 3M | -5.2% | +185.5% | -190.7% | -6.8% |
| 6M | -8.1% | -64.8% | +56.7% | -7.8% |
| YTD | +14.0% | -61.1% | +75.1% | +14.1% |
| 1Y | +13.8% | +81.0% | -67.1% | +8.5% |
| 3Y | +73.7% | +300.7% | -227.0% | +58.5% |
| 5Y | +34.6% | +223.3% | -188.8% | +21.8% |
| 10Y | +123.6% | -58.8% | +182.3% | +92.6% |
| All | +123.6% | -59.1% | +182.6% | +92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling