+854.3%
EEM vs D
+507.6%
+346.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.6% |
| 7D | +2.3% | +0.4% | +1.9% | +2.0% |
| 30D | +4.5% | -3.6% | +8.1% | +6.5% |
| 3M | -0.1% | -1.0% | +0.9% | +0.1% |
| 6M | +16.9% | +6.3% | +10.7% | +11.8% |
| YTD | +26.2% | +14.7% | +11.5% | +15.5% |
| 1Y | +40.5% | +16.9% | +23.6% | +26.6% |
| 3Y | +86.2% | +56.8% | +29.4% | +35.5% |
| 5Y | +45.5% | +5.2% | +40.3% | +30.2% |
| 10Y | +128.6% | +35.9% | +92.8% | +45.3% |
| All | +854.3% | +507.6% | +346.7% | +73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling