+153.7%
EEM vs P
+485.4%
-331.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.6% |
| 7D | +2.3% | +6.5% | -4.2% | +1.2% |
| 30D | +4.5% | +18.8% | -14.3% | +0.9% |
| 3M | -0.1% | +26.7% | -26.8% | -4.9% |
| 6M | +16.9% | +62.2% | -45.2% | +6.0% |
| YTD | +26.2% | +48.5% | -22.3% | +15.5% |
| 1Y | +40.5% | +26.4% | +14.1% | +30.3% |
| 3Y | +86.2% | +159.4% | -73.2% | +43.6% |
| 5Y | +45.5% | +275.8% | -230.3% | +1.5% |
| 10Y | +128.6% | +732.0% | -603.4% | +31.3% |
| All | +153.7% | +485.4% | -331.7% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling