+121.1%
EEM vs RBA
+207.2%
-86.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +2.7% | +1.7% | +0.9% | +2.3% |
| 30D | -5.4% | +8.3% | -13.7% | -7.2% |
| 3M | -8.6% | +10.5% | -19.2% | -10.9% |
| 6M | -8.9% | -5.9% | -3.0% | -8.4% |
| YTD | +11.9% | -6.9% | +18.8% | +12.3% |
| 1Y | +13.1% | -4.9% | +17.9% | +12.8% |
| 3Y | +70.7% | +64.5% | +6.2% | +47.1% |
| 5Y | +31.8% | +46.1% | -14.3% | +14.3% |
| All | +121.1% | +207.2% | -86.0% | +47.4% |
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