+121.9%
EEM vs P
+666.7%
-544.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.4% | -4.8% | -2.1% |
| 7D | +5.3% | +17.8% | -12.5% | +2.2% |
| 30D | -7.0% | -29.9% | +22.9% | -1.5% |
| 3M | -8.0% | -1.2% | -6.8% | -9.0% |
| 6M | -6.6% | +32.1% | -38.8% | -13.3% |
| YTD | +12.3% | +64.3% | -52.0% | -0.5% |
| 1Y | +12.2% | +24.3% | -12.1% | +3.1% |
| 3Y | +71.2% | +203.2% | -132.0% | +24.9% |
| 5Y | +32.2% | +290.4% | -258.2% | -11.5% |
| All | +121.9% | +666.7% | -544.8% | +24.1% |
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