+25.8%
EEM vs PL
+40.9%
-15.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.3% |
| 7D | +2.7% | +10.0% | -7.4% | +1.7% |
| 30D | -5.4% | -2.3% | -3.1% | -5.4% |
| 3M | -8.6% | -44.2% | +35.6% | -4.2% |
| 6M | -8.9% | -66.1% | +57.2% | -1.1% |
| YTD | +11.9% | -30.0% | +41.9% | +12.9% |
| 1Y | +13.1% | +21.0% | -8.0% | +8.2% |
| 3Y | +70.7% | +516.5% | -445.9% | +30.9% |
| 5Y | +31.8% | +32.0% | -0.3% | +9.5% |
| All | +25.8% | +40.9% | -15.1% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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