+33.6%
EEM vs EW
-13.2%
+46.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.9% | +9.3% | -10.1% | -2.4% |
| 30D | -9.3% | +22.1% | -31.4% | -12.5% |
| 3M | -7.1% | +13.0% | -20.1% | -9.1% |
| 6M | -10.4% | +30.1% | -40.5% | -14.7% |
| YTD | +11.3% | +22.0% | -10.7% | +7.0% |
| 1Y | +11.3% | +23.7% | -12.5% | +6.7% |
| 3Y | +69.6% | +62.0% | +7.6% | +48.0% |
| 5Y | +33.6% | -12.4% | +46.1% | +33.2% |
| All | +33.6% | -13.2% | +46.8% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling