+83.6%
EEM vs DE
+75.2%
+8.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -0.7% | -2.4% | +1.7% | -0.2% |
| 30D | +2.4% | +9.7% | -7.3% | +0.1% |
| 3M | +4.2% | +21.4% | -17.2% | -0.7% |
| 6M | +14.8% | +15.0% | -0.2% | +10.5% |
| YTD | +23.1% | +46.4% | -23.3% | +11.3% |
| 1Y | +32.5% | +45.6% | -13.1% | +19.7% |
| All | +83.6% | +75.2% | +8.4% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling