+749.3%
EEM vs ED
+727.1%
+22.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +5.3% | -1.7% | +7.0% | +6.1% |
| 30D | -7.0% | +10.7% | -17.7% | -11.6% |
| 3M | -8.0% | +11.6% | -19.6% | -13.1% |
| 6M | -6.6% | +13.5% | -20.1% | -13.1% |
| YTD | +12.3% | +23.1% | -10.8% | -0.2% |
| 1Y | +12.2% | +23.1% | -10.9% | -0.5% |
| 3Y | +71.2% | +47.9% | +23.3% | +33.5% |
| 5Y | +32.2% | +83.9% | -51.6% | -12.0% |
| 10Y | +120.3% | +142.1% | -21.8% | +3.7% |
| All | +749.3% | +727.1% | +22.1% | +38.0% |
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