+15.0%
EEM vs LYB
+47.4%
-32.4%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +0.3% |
| 7D | -3.0% | -6.2% | +3.2% | -3.7% |
| 30D | -10.3% | +6.3% | -16.7% | -9.6% |
| 3M | -6.6% | +4.1% | -10.7% | -6.0% |
| 6M | -3.4% | -15.5% | +12.1% | -4.4% |
| YTD | +13.2% | +50.2% | -37.0% | +7.7% |
| 1Y | +15.0% | +50.6% | -35.6% | +9.3% |
| All | +15.0% | +47.4% | -32.4% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 1y: compounded portfolio wealth divided by compounded LYB 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…
1y analysis · Full analysis span regression · 6 months rolling