+125.7%
EEM vs EMR
+274.4%
-148.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -1.6% |
| 7D | -0.7% | -1.2% | +0.5% | -0.2% |
| 30D | +2.4% | -9.4% | +11.8% | +6.5% |
| 3M | +4.2% | +8.6% | -4.4% | +0.6% |
| 6M | +14.8% | +6.7% | +8.1% | +11.5% |
| YTD | +23.1% | +13.1% | +10.0% | +16.3% |
| 1Y | +32.5% | +12.7% | +19.8% | +24.9% |
| 3Y | +85.9% | +58.1% | +27.8% | +49.0% |
| 5Y | +43.6% | +63.6% | -20.1% | +11.5% |
| All | +125.7% | +274.4% | -148.7% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling