+741.3%
EEM vs ED
+726.7%
+14.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.1% |
| 7D | -0.9% | +2.1% | -3.0% | -1.9% |
| 30D | -9.3% | +12.4% | -21.7% | -14.5% |
| 3M | -7.1% | +13.1% | -20.2% | -12.7% |
| 6M | -10.4% | +14.1% | -24.5% | -16.8% |
| YTD | +11.3% | +23.1% | -11.8% | -1.1% |
| 1Y | +11.3% | +25.4% | -14.2% | -2.2% |
| 3Y | +69.6% | +47.9% | +21.8% | +32.3% |
| 5Y | +33.6% | +81.9% | -48.2% | -10.5% |
| 10Y | +114.1% | +141.3% | -27.1% | +1.1% |
| All | +741.3% | +726.7% | +14.7% | +36.7% |
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