+125.6%
EEM vs D
+35.9%
+89.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +3.1% | +0.8% | +2.3% | +2.9% |
| 30D | +4.9% | -0.7% | +5.6% | +5.0% |
| 3M | +5.2% | +2.1% | +3.1% | +4.6% |
| 6M | +20.7% | +6.8% | +13.9% | +18.5% |
| YTD | +26.5% | +16.5% | +9.9% | +21.7% |
| 1Y | +37.8% | +19.2% | +18.7% | +31.8% |
| 3Y | +91.0% | +61.9% | +29.1% | +67.3% |
| 5Y | +47.0% | +6.5% | +40.5% | +41.8% |
| 10Y | +125.6% | +35.3% | +90.3% | +99.4% |
| All | +125.6% | +35.9% | +89.7% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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