+45.0%
EEM vs EME
+575.5%
-530.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.3% | -3.1% | +0.2% |
| 7D | -1.3% | +3.5% | -4.8% | -2.1% |
| 30D | +2.1% | -6.3% | +8.4% | +3.6% |
| 3M | +1.0% | -3.8% | +4.8% | +1.5% |
| 6M | +15.9% | +8.5% | +7.4% | +13.4% |
| YTD | +24.6% | +27.8% | -3.2% | +17.7% |
| 1Y | +32.3% | +22.2% | +10.1% | +25.1% |
| 3Y | +85.9% | +253.5% | -167.6% | +31.9% |
| All | +45.0% | +575.5% | -530.5% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 5y: compounded portfolio wealth divided by compounded EME 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…
5y analysis · Full analysis span regression · 6 months rolling