+114.1%
EEM vs RBA
+225.5%
-111.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.9% | +3.2% | -4.1% | -1.6% |
| 30D | -9.3% | +12.0% | -21.3% | -11.7% |
| 3M | -7.1% | +2.9% | -9.9% | -7.9% |
| 6M | -10.4% | -6.3% | -4.1% | -9.8% |
| YTD | +11.3% | -5.9% | +17.2% | +11.4% |
| 1Y | +11.3% | -3.9% | +15.1% | +10.7% |
| 3Y | +69.6% | +64.9% | +4.7% | +46.2% |
| 5Y | +33.6% | +48.5% | -14.8% | +15.5% |
| 10Y | +114.1% | +211.8% | -97.7% | +42.1% |
| All | +114.1% | +225.5% | -111.3% | +42.1% |
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