+128.5%
EEM vs DE
+863.9%
-735.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.3% | -2.6% | +1.3% | -0.5% |
| 30D | +2.1% | +9.0% | -7.0% | -0.9% |
| 3M | +1.0% | +19.1% | -18.1% | -4.8% |
| 6M | +15.9% | +14.4% | +1.5% | +10.2% |
| YTD | +24.6% | +45.9% | -21.3% | +9.0% |
| 1Y | +32.3% | +43.6% | -11.3% | +15.9% |
| 3Y | +85.9% | +75.9% | +10.0% | +49.6% |
| 5Y | +45.4% | +98.8% | -53.4% | +8.0% |
| All | +128.5% | +863.9% | -735.4% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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