+132.3%
EEM vs P
+694.3%
-562.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +0.2% |
| 7D | +2.0% | +5.0% | -3.0% | +1.0% |
| 30D | +5.1% | -0.9% | +6.0% | +4.8% |
| 3M | +4.6% | +38.7% | -34.1% | -2.2% |
| 6M | +17.8% | +54.4% | -36.6% | +7.2% |
| YTD | +25.8% | +44.8% | -19.0% | +15.2% |
| 1Y | +36.4% | +22.5% | +13.9% | +26.7% |
| 3Y | +90.0% | +148.2% | -58.2% | +45.7% |
| 5Y | +46.6% | +268.9% | -222.3% | +0.3% |
| 10Y | +132.3% | +696.9% | -564.6% | +31.1% |
| All | +132.3% | +694.3% | -562.0% | +31.1% |
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