+854.3%
EEM vs ED
+643.6%
+210.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.2% | +2.5% |
| 7D | +2.3% | -0.2% | +2.5% | +2.4% |
| 30D | +4.5% | -0.1% | +4.7% | +4.5% |
| 3M | -0.1% | +3.9% | -4.0% | -2.6% |
| 6M | +16.9% | -3.0% | +20.0% | +17.5% |
| YTD | +26.2% | +10.7% | +15.5% | +18.4% |
| 1Y | +40.5% | +13.3% | +27.2% | +29.6% |
| 3Y | +86.2% | +34.5% | +51.7% | +52.0% |
| 5Y | +45.5% | +67.1% | -21.7% | +1.1% |
| 10Y | +128.6% | +103.0% | +25.6% | +20.6% |
| All | +854.3% | +643.6% | +210.7% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling