+746.2%
EEM vs EMR
+1,220.1%
-473.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +2.7% | +2.8% | -0.2% | +0.9% |
| 30D | -5.4% | +3.7% | -9.0% | -7.5% |
| 3M | -8.6% | +2.0% | -10.7% | -10.0% |
| 6M | -8.9% | +22.1% | -31.0% | -19.9% |
| YTD | +11.9% | +27.2% | -15.3% | -5.3% |
| 1Y | +13.1% | +32.0% | -18.9% | -6.8% |
| 3Y | +70.7% | +103.3% | -32.6% | +1.2% |
| 5Y | +31.8% | +88.2% | -56.5% | -20.7% |
| 10Y | +119.5% | +280.4% | -160.9% | -31.1% |
| All | +746.2% | +1,220.1% | -473.9% | +10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling