+47.0%
EEM vs M
+24.8%
+22.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | +3.1% | +2.4% | +0.7% | +2.8% |
| 30D | +4.9% | -11.6% | +16.5% | +6.5% |
| 3M | +5.2% | +1.6% | +3.6% | +4.8% |
| 6M | +20.7% | +25.2% | -4.5% | +16.9% |
| YTD | +26.5% | +3.8% | +22.7% | +25.1% |
| 1Y | +37.8% | +36.3% | +1.5% | +31.4% |
| 3Y | +91.0% | +116.3% | -25.4% | +65.9% |
| 5Y | +47.0% | +28.2% | +18.9% | +37.0% |
| All | +47.0% | +24.8% | +22.2% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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