+47.3%
EEM vs EW
-29.4%
+76.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.8% |
| 7D | +3.1% | -4.4% | +7.5% | +3.9% |
| 30D | +4.9% | -3.3% | +8.2% | +5.4% |
| 3M | +5.2% | +1.0% | +4.2% | +4.8% |
| 6M | +20.7% | +6.2% | +14.5% | +19.1% |
| YTD | +26.5% | +1.7% | +24.7% | +25.6% |
| 1Y | +37.8% | +8.1% | +29.7% | +35.3% |
| 3Y | +91.0% | +17.1% | +73.9% | +78.4% |
| All | +47.3% | -29.4% | +76.7% | +52.1% |
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