+64.9%
EEM vs DOW
-5.5%
+70.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.3% |
| 7D | +2.7% | +5.2% | -2.5% | +1.3% |
| 30D | -5.4% | +13.2% | -18.6% | -8.5% |
| 3M | -8.6% | +10.1% | -18.7% | -11.3% |
| 6M | -8.9% | -13.1% | +4.2% | -6.3% |
| YTD | +11.9% | +46.1% | -34.2% | -3.7% |
| 1Y | +13.1% | +50.0% | -36.9% | -3.7% |
| 3Y | +70.7% | -20.2% | +90.9% | +72.9% |
| 5Y | +31.8% | -27.7% | +59.4% | +36.0% |
| All | +64.9% | -5.5% | +70.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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