+27.8%
EEM vs COMP
-52.0%
+79.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.5% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -5.4% | +16.6% | -21.9% | -7.0% |
| 3M | -8.6% | -23.5% | +14.9% | -6.6% |
| 6M | -8.9% | +25.7% | -34.6% | -11.5% |
| YTD | +11.9% | -3.4% | +15.3% | +10.3% |
| 1Y | +13.1% | +7.6% | +5.5% | +10.3% |
| 3Y | +70.7% | +423.6% | -352.9% | +38.2% |
| 5Y | +31.8% | -10.6% | +42.4% | +19.3% |
| All | +27.8% | -52.0% | +79.7% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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