+404.9%
EEM vs MKTX
+1,443.5%
-1,038.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +2.4% | +0.8% | +1.6% | +2.2% |
| 3M | +4.2% | +41.1% | -37.0% | -6.4% |
| 6M | +14.8% | -9.5% | +24.3% | +16.1% |
| YTD | +23.1% | -8.7% | +31.8% | +23.8% |
| 1Y | +32.5% | -10.0% | +42.5% | +33.3% |
| 3Y | +85.9% | -24.6% | +110.5% | +89.6% |
| 5Y | +43.6% | -60.3% | +103.9% | +71.0% |
| 10Y | +127.2% | +5.0% | +122.2% | +87.4% |
| All | +404.9% | +1,443.5% | -1,038.6% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling