+746.2%
EEM vs EW
+4,592.7%
-3,846.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.7% |
| 7D | +2.7% | +4.9% | -2.2% | +1.2% |
| 30D | -5.4% | +23.9% | -29.3% | -11.5% |
| 3M | -8.6% | +15.8% | -24.4% | -12.9% |
| 6M | -8.9% | +31.7% | -40.5% | -16.7% |
| YTD | +11.9% | +25.7% | -13.8% | +3.4% |
| 1Y | +13.1% | +24.4% | -11.4% | +4.8% |
| 3Y | +70.7% | +65.9% | +4.8% | +37.3% |
| 5Y | +31.8% | -7.6% | +39.4% | +25.1% |
| 10Y | +119.5% | +253.2% | -133.7% | +22.7% |
| All | +746.2% | +4,592.7% | -3,846.5% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling