+132.3%
EEM vs RBA
+189.2%
-56.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +2.0% | -1.9% | +3.9% | +2.4% |
| 30D | +5.1% | -13.0% | +18.1% | +8.3% |
| 3M | +4.6% | -23.1% | +27.7% | +10.3% |
| 6M | +17.8% | -22.6% | +40.4% | +23.9% |
| YTD | +25.8% | -20.4% | +46.2% | +31.0% |
| 1Y | +36.4% | -29.6% | +66.0% | +46.0% |
| 3Y | +90.0% | +26.6% | +63.4% | +74.2% |
| 5Y | +46.6% | +38.2% | +8.4% | +28.0% |
| 10Y | +132.3% | +194.7% | -62.5% | +53.3% |
| All | +132.3% | +189.2% | -56.9% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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