+308.7%
EEM vs EFV
+256.4%
+52.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.9% |
| 7D | +3.1% | +1.0% | +2.1% | +2.0% |
| 30D | +4.9% | +0.2% | +4.7% | +4.7% |
| 3M | +5.2% | +9.6% | -4.4% | -4.6% |
| 6M | +20.7% | +14.0% | +6.7% | +5.3% |
| YTD | +26.5% | +18.5% | +8.0% | +5.9% |
| 1Y | +37.8% | +27.9% | +9.9% | +6.3% |
| 3Y | +91.0% | +92.4% | -1.5% | -5.9% |
| 5Y | +47.0% | +97.2% | -50.1% | -30.3% |
| 10Y | +125.6% | +163.0% | -37.4% | -24.1% |
| All | +308.7% | +256.4% | +52.3% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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