+15.0%
EEM vs EMR
+25.6%
-10.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.6% | -0.2% |
| 7D | -3.0% | +1.6% | -4.6% | -3.7% |
| 30D | -10.3% | +5.0% | -15.3% | -12.3% |
| 3M | -6.6% | +7.7% | -14.3% | -9.9% |
| 6M | -3.4% | +26.8% | -30.1% | -13.2% |
| YTD | +13.2% | +29.9% | -16.7% | +0.1% |
| 1Y | +15.0% | +25.7% | -10.7% | +2.2% |
| All | +15.0% | +25.6% | -10.6% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling