+45.0%
EEM vs DE
+97.2%
-52.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -1.3% | -2.6% | +1.3% | -0.7% |
| 30D | +2.1% | +9.0% | -7.0% | 0.0% |
| 3M | +1.0% | +19.1% | -18.1% | -3.1% |
| 6M | +15.9% | +14.4% | +1.5% | +11.9% |
| YTD | +24.6% | +45.9% | -21.3% | +13.5% |
| 1Y | +32.3% | +43.6% | -11.3% | +20.7% |
| 3Y | +85.9% | +75.9% | +10.0% | +60.2% |
| All | +45.0% | +97.2% | -52.2% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling