+43.6%
EEM vs DOW
-36.0%
+79.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -0.7% | -2.4% | +1.7% | -0.3% |
| 30D | +2.4% | -4.1% | +6.5% | +3.1% |
| 3M | +4.2% | -12.4% | +16.6% | +6.6% |
| 6M | +14.8% | -10.6% | +25.4% | +15.0% |
| YTD | +23.1% | +31.1% | -8.0% | +10.4% |
| 1Y | +32.5% | +30.5% | +2.0% | +18.2% |
| 3Y | +85.9% | -34.4% | +120.3% | +103.3% |
| 5Y | +43.6% | -35.5% | +79.1% | +55.3% |
| All | +43.6% | -36.0% | +79.5% | +55.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling