+851.2%
EEM vs ETN
+3,902.6%
-3,051.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.4% |
| 7D | +2.0% | +6.2% | -4.3% | -1.4% |
| 30D | +5.1% | -6.7% | +11.8% | +8.8% |
| 3M | +4.6% | +3.6% | +1.0% | +1.4% |
| 6M | +17.8% | +18.3% | -0.5% | +5.5% |
| YTD | +25.8% | +31.5% | -5.6% | +5.8% |
| 1Y | +36.4% | +20.6% | +15.8% | +19.3% |
| 3Y | +90.0% | +82.5% | +7.5% | +22.2% |
| 5Y | +46.6% | +177.8% | -131.2% | -29.7% |
| 10Y | +132.3% | +705.0% | -572.8% | -49.8% |
| All | +851.2% | +3,902.6% | -3,051.4% | -31.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling