+45.0%
EEM vs MKTX
-60.5%
+105.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.3% | +1.3% |
| 7D | -1.3% | -0.2% | -1.0% | -1.2% |
| 30D | +2.1% | +0.7% | +1.3% | +2.0% |
| 3M | +1.0% | +40.8% | -39.8% | -3.4% |
| 6M | +15.9% | -8.0% | +23.9% | +16.9% |
| YTD | +24.6% | -8.7% | +33.4% | +25.7% |
| 1Y | +32.3% | -11.8% | +44.1% | +33.9% |
| 3Y | +85.9% | -24.0% | +109.9% | +88.1% |
| All | +45.0% | -60.5% | +105.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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