+128.5%
EEM vs EW
+120.5%
+8.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +1.9% |
| 7D | -1.3% | -6.2% | +4.9% | +0.2% |
| 30D | +2.1% | -9.3% | +11.4% | +4.4% |
| 3M | +1.0% | -1.6% | +2.6% | +1.1% |
| 6M | +15.9% | -0.8% | +16.8% | +15.7% |
| YTD | +24.6% | -1.0% | +25.7% | +24.3% |
| 1Y | +32.3% | +8.2% | +24.1% | +28.9% |
| 3Y | +85.9% | +12.7% | +73.2% | +72.2% |
| 5Y | +45.4% | -30.2% | +75.6% | +51.0% |
| All | +128.5% | +120.5% | +8.1% | +75.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling