+129.2%
EEM vs LYB
+624.6%
-495.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | -1.3% | +0.3% | -1.5% | -1.3% |
| 30D | +2.1% | +2.5% | -0.4% | +1.1% |
| 3M | +1.0% | +1.4% | -0.4% | -0.1% |
| 6M | +15.9% | -3.5% | +19.4% | +13.9% |
| YTD | +24.6% | +52.0% | -27.3% | +3.7% |
| 1Y | +32.3% | +22.1% | +10.2% | +17.9% |
| 3Y | +85.9% | -22.8% | +108.7% | +90.1% |
| 5Y | +45.4% | -3.4% | +48.7% | +34.0% |
| 10Y | +130.1% | +47.4% | +82.7% | +60.7% |
| All | +129.2% | +624.6% | -495.4% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling