+724.1%
EEM vs D
+533.0%
+191.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +3.0% |
| 7D | -2.8% | +3.0% | -5.8% | -4.4% |
| 30D | -11.9% | +11.5% | -23.4% | -17.2% |
| 3M | -8.8% | +3.7% | -12.5% | -11.0% |
| 6M | -11.6% | +13.5% | -25.2% | -18.6% |
| YTD | +9.0% | +20.7% | -11.7% | -3.3% |
| 1Y | +10.6% | +18.2% | -7.7% | -1.1% |
| 3Y | +64.4% | +73.3% | -9.0% | +13.2% |
| 5Y | +31.0% | +12.3% | +18.8% | +13.0% |
| 10Y | +105.6% | +43.4% | +62.2% | +26.0% |
| All | +724.1% | +533.0% | +191.1% | +45.8% |
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