+121.1%
EEM vs D
+48.0%
+73.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.7% | -1.4% | +4.1% | +3.0% |
| 30D | -5.4% | +7.7% | -13.1% | -6.9% |
| 3M | -8.6% | -0.3% | -8.4% | -8.7% |
| 6M | -8.9% | +10.1% | -18.9% | -11.1% |
| YTD | +11.9% | +19.1% | -7.1% | +7.3% |
| 1Y | +13.1% | +15.9% | -2.8% | +8.9% |
| 3Y | +70.7% | +75.0% | -4.3% | +47.6% |
| 5Y | +31.8% | +13.4% | +18.4% | +25.2% |
| All | +121.1% | +48.0% | +73.1% | +97.1% |
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