+40.5%
EEM vs EW
+11.0%
+29.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +2.3% | -0.3% | +2.7% | +2.4% |
| 30D | +4.5% | +1.0% | +3.5% | +4.3% |
| 3M | -0.1% | +2.8% | -2.9% | -0.8% |
| 6M | +16.9% | +5.5% | +11.5% | +15.0% |
| YTD | +26.2% | +5.5% | +20.8% | +24.0% |
| 1Y | +40.5% | +11.0% | +29.5% | +37.0% |
| All | +40.5% | +11.0% | +29.5% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling