+44.6%
EEM vs D
+5.6%
+39.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +1.9% |
| 7D | +2.3% | +1.5% | +0.9% | +2.2% |
| 30D | +4.5% | -2.6% | +7.1% | +4.8% |
| 3M | -0.1% | 0.0% | -0.1% | -0.2% |
| 6M | +16.9% | +7.4% | +9.6% | +15.6% |
| YTD | +26.2% | +15.9% | +10.4% | +23.5% |
| 1Y | +40.5% | +18.1% | +22.4% | +36.9% |
| 3Y | +86.2% | +58.4% | +27.8% | +72.1% |
| All | +44.6% | +5.6% | +39.0% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling