+85.9%
EEM vs DTE
+43.4%
+42.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -1.3% | -2.6% | +1.3% | -1.0% |
| 30D | +2.1% | -4.4% | +6.5% | +2.5% |
| 3M | +1.0% | -8.3% | +9.4% | +1.7% |
| 6M | +15.9% | -8.1% | +24.0% | +16.6% |
| YTD | +24.6% | +4.4% | +20.2% | +22.6% |
| 1Y | +32.3% | +0.2% | +32.1% | +31.0% |
| 3Y | +85.9% | +42.6% | +43.3% | +70.4% |
| All | +85.9% | +43.4% | +42.5% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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