+121.9%
EEM vs RBA
+204.3%
-82.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | +5.3% | -0.5% | +5.9% | +5.4% |
| 30D | -7.0% | +6.8% | -13.8% | -8.5% |
| 3M | -8.0% | +9.5% | -17.5% | -10.1% |
| 6M | -6.6% | -8.2% | +1.6% | -5.6% |
| YTD | +12.3% | -7.7% | +20.1% | +12.9% |
| 1Y | +12.2% | -6.9% | +19.1% | +12.5% |
| 3Y | +71.2% | +61.6% | +9.6% | +48.2% |
| 5Y | +32.2% | +44.7% | -12.5% | +15.0% |
| All | +121.9% | +204.3% | -82.4% | +48.3% |
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