+71.0%
EEM vs NET
+1,381.0%
-1,310.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.4% | +1.1% |
| 7D | -3.0% | -16.4% | +13.4% | -1.1% |
| 30D | -10.3% | -25.8% | +15.5% | -7.4% |
| 3M | -6.6% | -11.5% | +4.9% | -5.8% |
| 6M | -3.4% | +18.9% | -22.3% | -6.6% |
| YTD | +13.2% | +35.2% | -22.0% | +6.8% |
| 1Y | +15.0% | +14.5% | +0.5% | +10.6% |
| 3Y | +72.1% | +313.8% | -241.7% | +38.3% |
| 5Y | +35.9% | +32.6% | +3.4% | +15.9% |
| All | +71.0% | +1,381.0% | -1,310.0% | -0.1% |
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