+87.7%
EEM vs PL
+454.1%
-366.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | +2.3% | -9.3% | +11.6% | +3.1% |
| 30D | +4.5% | -18.9% | +23.5% | +6.2% |
| 3M | -0.1% | -58.4% | +58.3% | +6.2% |
| 6M | +16.9% | -30.3% | +47.3% | +19.0% |
| YTD | +26.2% | -8.1% | +34.3% | +25.5% |
| 1Y | +40.5% | +180.5% | -140.0% | +26.8% |
| All | +87.7% | +454.1% | -366.4% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling