+856.1%
EEM vs EME
+6,970.9%
-6,114.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.3% | -0.9% |
| 7D | +3.1% | +5.2% | -2.1% | +0.8% |
| 30D | +4.9% | -5.4% | +10.2% | +7.2% |
| 3M | +5.2% | -6.1% | +11.3% | +6.9% |
| 6M | +20.7% | +9.7% | +11.0% | +14.1% |
| YTD | +26.5% | +26.6% | -0.1% | +11.3% |
| 1Y | +37.8% | +24.6% | +13.2% | +20.0% |
| 3Y | +91.0% | +249.6% | -158.6% | -5.3% |
| 5Y | +47.0% | +556.6% | -509.5% | -48.5% |
| 10Y | +125.6% | +1,286.6% | -1,161.0% | -52.7% |
| All | +856.1% | +6,970.9% | -6,114.9% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling