+130.7%
EEM vs EMB
+31.5%
+99.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +5.1% | -0.3% | +5.3% | +5.4% |
| 3M | +4.6% | -0.3% | +4.9% | +5.1% |
| 6M | +17.8% | +0.7% | +17.0% | +17.3% |
| YTD | +25.8% | +1.3% | +24.6% | +24.7% |
| 1Y | +36.4% | +4.7% | +31.7% | +30.1% |
| 3Y | +90.0% | +30.1% | +59.9% | +41.0% |
| 5Y | +46.6% | +6.9% | +39.7% | +41.3% |
| All | +130.7% | +31.5% | +99.2% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling