+856.1%
EEM vs DE
+5,056.0%
-4,200.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +1.1% |
| 7D | +3.1% | +0.7% | +2.4% | +2.7% |
| 30D | +4.9% | +9.6% | -4.8% | -0.3% |
| 3M | +5.2% | +19.0% | -13.7% | -4.3% |
| 6M | +20.7% | +16.1% | +4.6% | +10.3% |
| YTD | +26.5% | +47.0% | -20.6% | +1.5% |
| 1Y | +37.8% | +43.1% | -5.3% | +11.6% |
| 3Y | +91.0% | +77.5% | +13.5% | +33.8% |
| 5Y | +47.0% | +96.4% | -49.3% | -8.3% |
| 10Y | +125.6% | +852.9% | -727.3% | -50.2% |
| All | +856.1% | +5,056.0% | -4,200.0% | -14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling