+46.6%
EEM vs DG
-39.5%
+86.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.4% |
| 7D | +2.0% | -4.8% | +6.8% | +2.2% |
| 30D | +5.1% | +1.8% | +3.3% | +4.9% |
| 3M | +4.6% | +14.5% | -9.9% | +3.6% |
| 6M | +17.8% | -13.6% | +31.3% | +18.4% |
| YTD | +25.8% | -4.8% | +30.7% | +25.9% |
| 1Y | +36.4% | +21.6% | +14.8% | +34.7% |
| 3Y | +90.0% | +4.5% | +85.5% | +87.7% |
| 5Y | +46.6% | -38.5% | +85.0% | +49.4% |
| All | +46.6% | -39.5% | +86.1% | +49.4% |
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