+107.4%
EEM vs EMB
+132.1%
-24.7%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +4.5% | -0.3% | +4.8% | +4.8% |
| 3M | -0.1% | -0.4% | +0.4% | +0.5% |
| 6M | +16.9% | +0.1% | +16.8% | +17.3% |
| YTD | +26.2% | +1.6% | +24.6% | +25.0% |
| 1Y | +40.5% | +5.6% | +34.9% | +34.2% |
| 3Y | +86.2% | +29.8% | +56.4% | +47.1% |
| 5Y | +45.5% | +7.3% | +38.2% | +37.1% |
| 10Y | +128.6% | +30.4% | +98.2% | +84.3% |
| All | +107.4% | +132.1% | -24.7% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling