+44.6%
EEM vs P
+276.6%
-232.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | +2.3% | +6.5% | -4.2% | +1.3% |
| 30D | +4.5% | +18.8% | -14.3% | +1.3% |
| 3M | -0.1% | +26.7% | -26.8% | -4.3% |
| 6M | +16.9% | +62.2% | -45.2% | +7.4% |
| YTD | +26.2% | +48.5% | -22.3% | +16.9% |
| 1Y | +40.5% | +26.4% | +14.1% | +31.5% |
| 3Y | +86.2% | +159.4% | -73.2% | +48.3% |
| All | +44.6% | +276.6% | -232.0% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling