+854.3%
EEM vs M
+212.5%
+641.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +1.2% |
| 7D | +2.3% | +4.7% | -2.4% | +1.2% |
| 30D | +4.5% | -9.6% | +14.2% | +7.0% |
| 3M | -0.1% | +0.9% | -0.9% | -0.7% |
| 6M | +16.9% | +22.3% | -5.3% | +10.6% |
| YTD | +26.2% | +6.5% | +19.7% | +22.8% |
| 1Y | +40.5% | +38.8% | +1.7% | +27.6% |
| 3Y | +86.2% | +115.9% | -29.7% | +41.8% |
| 5Y | +45.5% | +28.6% | +16.8% | +15.0% |
| 10Y | +128.6% | -2.5% | +131.2% | +55.2% |
| All | +854.3% | +212.5% | +641.8% | +207.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling