+221.5%
EEM vs ET
+1,447.8%
-1,226.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +2.0% | +0.6% | +1.3% | +1.8% |
| 30D | +5.1% | +5.3% | -0.2% | +3.6% |
| 3M | +4.6% | +15.6% | -11.1% | +0.3% |
| 6M | +17.8% | +20.6% | -2.8% | +11.4% |
| YTD | +25.8% | +38.5% | -12.7% | +14.6% |
| 1Y | +36.4% | +35.7% | +0.7% | +24.9% |
| 3Y | +90.0% | +98.4% | -8.4% | +55.4% |
| 5Y | +46.6% | +245.3% | -198.7% | +1.8% |
| 10Y | +132.3% | +173.7% | -41.5% | +56.0% |
| All | +221.5% | +1,447.8% | -1,226.3% | -49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling