+44.1%
EEM vs COMP
-47.7%
+91.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | +2.3% | +1.4% | +1.0% | +2.2% |
| 30D | +4.5% | -13.3% | +17.9% | +5.9% |
| 3M | -0.1% | +41.1% | -41.2% | -3.6% |
| 6M | +16.9% | +17.2% | -0.2% | +14.0% |
| YTD | +26.2% | +5.2% | +21.0% | +23.7% |
| 1Y | +40.5% | +18.9% | +21.6% | +35.7% |
| 3Y | +86.2% | +215.9% | -129.7% | +58.2% |
| 5Y | +45.5% | -31.2% | +76.6% | +34.8% |
| All | +44.1% | -47.7% | +91.8% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling