+851.2%
EEM vs DGX
+1,013.7%
-162.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +2.0% | -2.2% | +4.2% | +2.9% |
| 30D | +5.1% | -0.9% | +6.0% | +5.4% |
| 3M | +4.6% | +15.6% | -11.0% | -1.9% |
| 6M | +17.8% | +17.8% | 0.0% | +9.1% |
| YTD | +25.8% | +37.5% | -11.6% | +8.8% |
| 1Y | +36.4% | +31.2% | +5.2% | +19.8% |
| 3Y | +90.0% | +96.6% | -6.6% | +36.8% |
| 5Y | +46.6% | +64.9% | -18.3% | +11.4% |
| 10Y | +132.3% | +254.6% | -122.3% | +12.3% |
| All | +851.2% | +1,013.7% | -162.5% | +185.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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