+114.1%
EEM vs P
+691.2%
-577.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -0.9% | -13.3% | +12.5% | +1.5% |
| 30D | -9.3% | -34.0% | +24.7% | -2.9% |
| 3M | -7.1% | +4.1% | -11.1% | -9.0% |
| 6M | -10.4% | +30.5% | -40.9% | -16.6% |
| YTD | +11.3% | +52.2% | -40.9% | 0.0% |
| 1Y | +11.3% | +10.3% | +1.0% | +4.6% |
| 3Y | +69.6% | +180.9% | -111.2% | +25.6% |
| 5Y | +33.6% | +259.7% | -226.1% | -9.0% |
| 10Y | +114.1% | +652.6% | -538.5% | +17.8% |
| All | +114.1% | +691.2% | -577.0% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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