+87.7%
EEM vs DOW
-35.5%
+123.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +2.0% | -6.0% | +8.0% | +2.7% |
| 30D | +5.1% | -2.7% | +7.8% | +5.4% |
| 3M | +4.6% | -10.5% | +15.1% | +6.0% |
| 6M | +17.8% | -12.4% | +30.2% | +18.0% |
| YTD | +25.8% | +30.0% | -4.2% | +14.9% |
| 1Y | +36.4% | +27.8% | +8.6% | +24.4% |
| All | +87.7% | -35.5% | +123.1% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling