+854.3%
EEM vs NDAQ
+6,644.1%
-5,789.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.9% | +3.7% | +2.5% |
| 7D | +2.3% | -2.4% | +4.8% | +3.2% |
| 30D | +4.5% | +2.5% | +2.1% | +3.5% |
| 3M | -0.1% | +9.9% | -10.0% | -4.3% |
| 6M | +16.9% | +9.4% | +7.5% | +11.8% |
| YTD | +26.2% | +0.4% | +25.8% | +24.0% |
| 1Y | +40.5% | +4.0% | +36.5% | +35.9% |
| 3Y | +86.2% | +94.4% | -8.2% | +39.6% |
| 5Y | +45.5% | +56.7% | -11.3% | +16.3% |
| 10Y | +128.6% | +375.3% | -246.7% | +16.2% |
| All | +854.3% | +6,644.1% | -5,789.9% | +197.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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