+132.3%
EEM vs COO
+36.7%
+95.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.7% | +1.3% |
| 7D | +2.0% | -9.0% | +10.9% | +4.8% |
| 30D | +5.1% | -16.8% | +21.9% | +10.8% |
| 3M | +4.6% | -7.5% | +12.1% | +6.4% |
| 6M | +17.8% | -16.3% | +34.0% | +23.3% |
| YTD | +25.8% | -22.5% | +48.4% | +34.9% |
| 1Y | +36.4% | -7.0% | +43.4% | +37.1% |
| 3Y | +90.0% | -27.5% | +117.5% | +100.7% |
| 5Y | +46.6% | -43.3% | +89.9% | +66.4% |
| 10Y | +132.3% | +37.6% | +94.7% | +93.7% |
| All | +132.3% | +36.7% | +95.5% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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