+43.6%
EEM vs ETR
+123.0%
-79.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.8% | -1.9% |
| 7D | -0.7% | -1.9% | +1.2% | -0.4% |
| 30D | +2.4% | -0.2% | +2.6% | +2.4% |
| 3M | +4.2% | -3.7% | +7.9% | +4.7% |
| 6M | +14.8% | +2.1% | +12.7% | +14.0% |
| YTD | +23.1% | +16.5% | +6.6% | +19.5% |
| 1Y | +32.5% | +22.5% | +10.0% | +27.5% |
| 3Y | +85.9% | +144.7% | -58.8% | +58.0% |
| 5Y | +43.6% | +125.2% | -81.6% | +23.4% |
| All | +43.6% | +123.0% | -79.5% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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