+30.1%
EEM vs COMP
-51.7%
+81.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +2.2% |
| 7D | +0.7% | +2.2% | -1.5% | +0.4% |
| 30D | -6.2% | +16.3% | -22.5% | -7.7% |
| 3M | -5.2% | -19.1% | +14.0% | -3.6% |
| 6M | -8.1% | +17.1% | -25.3% | -10.2% |
| YTD | +14.0% | -2.9% | +16.9% | +12.3% |
| 1Y | +13.8% | +8.8% | +5.0% | +10.9% |
| 3Y | +73.7% | +423.5% | -349.7% | +40.7% |
| 5Y | +34.6% | -10.5% | +45.0% | +21.8% |
| All | +30.1% | -51.7% | +81.8% | +24.0% |
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