+125.7%
EEM vs DG
+99.2%
+26.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.0% |
| 7D | -0.7% | -6.3% | +5.6% | +0.1% |
| 30D | +2.4% | +2.4% | 0.0% | +2.0% |
| 3M | +4.2% | +12.4% | -8.3% | +2.2% |
| 6M | +14.8% | -14.9% | +29.7% | +16.8% |
| YTD | +23.1% | -6.1% | +29.2% | +23.5% |
| 1Y | +32.5% | +17.9% | +14.7% | +28.5% |
| 3Y | +85.9% | +3.1% | +82.7% | +78.9% |
| 5Y | +43.6% | -38.7% | +82.2% | +50.7% |
| All | +125.7% | +99.2% | +26.5% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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