+167.3%
EEM vs CAPR
-99.1%
+266.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.5% | +1.8% |
| 7D | +2.3% | -2.0% | +4.3% | +2.3% |
| 30D | +4.5% | +139.2% | -134.7% | +3.3% |
| 3M | -0.1% | -66.4% | +66.3% | +0.4% |
| 6M | +16.9% | -63.1% | +80.1% | +17.3% |
| YTD | +26.2% | -67.4% | +93.7% | +26.7% |
| 1Y | +40.5% | +58.2% | -17.7% | +35.0% |
| 3Y | +86.2% | +42.2% | +44.0% | +76.1% |
| 5Y | +45.5% | +87.3% | -41.8% | +36.1% |
| 10Y | +128.6% | -75.3% | +203.9% | +107.2% |
| All | +167.3% | -99.1% | +266.4% | +132.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling