+32.2%
EEM vs DG
-35.8%
+68.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +2.7% | +0.3% | +2.4% | +2.7% |
| 30D | -5.4% | +3.2% | -8.6% | -5.6% |
| 3M | -8.6% | +10.4% | -19.1% | -9.2% |
| 6M | -8.9% | +33.2% | -42.1% | -10.6% |
| YTD | +11.9% | +3.0% | +9.0% | +11.5% |
| 1Y | +13.1% | +31.2% | -18.1% | +11.2% |
| 3Y | +70.7% | +21.8% | +48.8% | +66.7% |
| All | +32.2% | -35.8% | +68.0% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling