+29.8%
EEM vs COMP
-17.6%
+47.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.7% | -8.5% | +1.2% |
| 7D | -2.8% | +13.4% | -16.2% | -4.0% |
| 30D | -11.9% | +11.1% | -23.0% | -13.0% |
| 3M | -8.8% | -18.8% | +10.1% | -7.3% |
| 6M | -11.6% | +10.5% | -22.1% | -13.1% |
| YTD | +9.0% | -3.4% | +12.4% | +7.4% |
| 1Y | +10.6% | +19.7% | -9.1% | +6.8% |
| 3Y | +64.4% | +381.6% | -317.2% | +34.2% |
| All | +29.8% | -17.6% | +47.4% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling