+85.9%
EEM vs ET
+96.2%
-10.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +2.1% | +2.9% | -0.8% | +1.5% |
| 3M | +1.0% | +16.8% | -15.8% | -2.4% |
| 6M | +15.9% | +18.9% | -3.0% | +11.0% |
| YTD | +24.6% | +37.7% | -13.1% | +14.3% |
| 1Y | +32.3% | +32.4% | -0.2% | +22.5% |
| 3Y | +85.9% | +99.5% | -13.6% | +47.0% |
| All | +85.9% | +96.2% | -10.3% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling