+842.3%
EEM vs NYT
+100.4%
+741.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -1.3% | -0.6% | -0.7% | -1.1% |
| 30D | +2.1% | +4.6% | -2.5% | +0.7% |
| 3M | +1.0% | -9.6% | +10.6% | +3.1% |
| 6M | +15.9% | -14.0% | +29.9% | +19.7% |
| YTD | +24.6% | -2.8% | +27.5% | +23.7% |
| 1Y | +32.3% | +15.6% | +16.7% | +24.3% |
| 3Y | +85.9% | +56.3% | +29.6% | +56.2% |
| 5Y | +45.4% | +39.5% | +5.9% | +22.6% |
| 10Y | +130.1% | +488.0% | -357.9% | +14.4% |
| All | +842.3% | +100.4% | +741.9% | +468.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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