+90.7%
EEM vs NET
+1,449.6%
-1,358.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.0% |
| 7D | +2.3% | -7.0% | +9.3% | +3.1% |
| 30D | +4.5% | -4.8% | +9.3% | +4.9% |
| 3M | -0.1% | +3.8% | -3.9% | -0.9% |
| 6M | +16.9% | +50.0% | -33.1% | +9.9% |
| YTD | +26.2% | +41.5% | -15.3% | +18.9% |
| 1Y | +40.5% | +32.8% | +7.7% | +32.9% |
| 3Y | +86.2% | +335.9% | -249.7% | +48.8% |
| 5Y | +45.5% | +113.8% | -68.4% | +16.6% |
| All | +90.7% | +1,449.6% | -1,358.9% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 10y: compounded portfolio wealth divided by compounded NET 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…
10y analysis · Full analysis span regression · 6 months rolling