+128.5%
EEM vs CBOE
+368.5%
-240.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.6% |
| 7D | -1.3% | -5.8% | +4.6% | -0.4% |
| 30D | +2.1% | -3.1% | +5.2% | +2.5% |
| 3M | +1.0% | -4.8% | +5.8% | +1.4% |
| 6M | +15.9% | -0.6% | +16.5% | +14.6% |
| YTD | +24.6% | +12.8% | +11.9% | +20.1% |
| 1Y | +32.3% | +19.8% | +12.5% | +25.7% |
| 3Y | +85.9% | +86.9% | -1.0% | +57.3% |
| 5Y | +45.4% | +136.5% | -91.2% | +14.6% |
| All | +128.5% | +368.5% | -240.0% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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