+26.3%
EEM vs PL
+41.8%
-15.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.2% |
| 7D | +5.3% | +22.3% | -16.9% | +3.3% |
| 30D | -7.0% | -8.3% | +1.3% | -6.5% |
| 3M | -8.0% | -43.3% | +35.3% | -3.7% |
| 6M | -6.6% | -65.8% | +59.2% | +1.3% |
| YTD | +12.3% | -29.5% | +41.8% | +13.3% |
| 1Y | +12.2% | +11.7% | +0.4% | +8.1% |
| 3Y | +71.2% | +540.6% | -469.3% | +30.8% |
| 5Y | +32.2% | +32.9% | -0.6% | +9.8% |
| All | +26.3% | +41.8% | -15.6% | +4.3% |
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