+46.6%
EEM vs EMR
+60.6%
-14.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +2.0% | +0.9% | +1.1% | +1.6% |
| 30D | +5.1% | -5.0% | +10.0% | +7.0% |
| 3M | +4.6% | +5.9% | -1.3% | +2.2% |
| 6M | +17.8% | +7.3% | +10.4% | +14.3% |
| YTD | +25.8% | +14.6% | +11.3% | +18.9% |
| 1Y | +36.4% | +15.6% | +20.8% | +28.1% |
| 3Y | +90.0% | +60.2% | +29.8% | +55.3% |
| 5Y | +46.6% | +65.8% | -19.3% | +15.4% |
| All | +46.6% | +60.6% | -14.1% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling