+15.9%
EEM vs ETN
+18.4%
-2.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.0% | -2.7% | -0.6% |
| 7D | -1.3% | +3.5% | -4.8% | -2.9% |
| 30D | +2.1% | -7.5% | +9.6% | +5.8% |
| 3M | +1.0% | +8.3% | -7.3% | -3.3% |
| 6M | +15.9% | +20.2% | -4.3% | +2.8% |
| All | +15.9% | +18.4% | -2.5% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling