+45.0%
EEM vs DTE
+30.3%
+14.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -1.3% | -2.6% | +1.3% | -0.9% |
| 30D | +2.1% | -4.4% | +6.5% | +2.7% |
| 3M | +1.0% | -8.3% | +9.4% | +2.2% |
| 6M | +15.9% | -8.1% | +24.0% | +17.1% |
| YTD | +24.6% | +4.4% | +20.2% | +22.8% |
| 1Y | +32.3% | +0.2% | +32.1% | +31.3% |
| 3Y | +85.9% | +42.6% | +43.3% | +71.3% |
| All | +45.0% | +30.3% | +14.7% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling