+45.0%
EEM vs ETN
+185.4%
-140.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | 0.0% |
| 7D | -1.3% | +3.5% | -4.8% | -2.4% |
| 30D | +2.1% | -7.5% | +9.6% | +4.5% |
| 3M | +1.0% | +8.3% | -7.3% | -1.8% |
| 6M | +15.9% | +20.2% | -4.3% | +9.1% |
| YTD | +24.6% | +34.7% | -10.0% | +13.5% |
| 1Y | +32.3% | +19.4% | +12.8% | +24.2% |
| 3Y | +85.9% | +85.5% | +0.4% | +48.1% |
| All | +45.0% | +185.4% | -140.4% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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