+91.0%
EEM vs ED
+35.1%
+55.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.3% |
| 7D | +3.1% | +0.5% | +2.6% | +3.2% |
| 30D | +4.9% | +1.1% | +3.8% | +5.1% |
| 3M | +5.2% | +4.6% | +0.6% | +5.8% |
| 6M | +20.7% | -2.0% | +22.7% | +20.8% |
| YTD | +26.5% | +11.7% | +14.8% | +27.4% |
| 1Y | +37.8% | +15.7% | +22.1% | +38.9% |
| 3Y | +91.0% | +34.4% | +56.6% | +85.4% |
| All | +91.0% | +35.1% | +55.8% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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