+91.0%
EEM vs EW
+14.1%
+76.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.6% |
| 7D | +3.1% | -4.4% | +7.5% | +3.6% |
| 30D | +4.9% | -3.3% | +8.2% | +5.2% |
| 3M | +5.2% | +1.0% | +4.2% | +4.9% |
| 6M | +20.7% | +6.2% | +14.5% | +19.6% |
| YTD | +26.5% | +1.7% | +24.7% | +25.9% |
| 1Y | +37.8% | +8.1% | +29.7% | +36.3% |
| 3Y | +91.0% | +17.1% | +73.9% | +81.8% |
| All | +91.0% | +14.1% | +76.9% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling