+73.8%
EEM vs PL
+560.8%
-487.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.4% |
| 7D | +0.7% | +13.4% | -12.7% | -0.5% |
| 30D | -6.2% | -10.2% | +3.9% | -5.6% |
| 3M | -5.2% | -39.5% | +34.3% | -1.8% |
| 6M | -8.1% | -65.7% | +57.6% | -1.4% |
| YTD | +14.0% | -27.3% | +41.3% | +15.1% |
| 1Y | +13.8% | +15.0% | -1.2% | +10.8% |
| All | +73.8% | +560.8% | -487.0% | +38.3% |
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 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