+34.1%
EEM vs RBA
+47.6%
-13.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +2.5% |
| 7D | -0.1% | +2.5% | -2.6% | -0.5% |
| 30D | -8.6% | +11.6% | -20.2% | -10.4% |
| 3M | -7.0% | +1.5% | -8.5% | -7.4% |
| 6M | -9.7% | -6.6% | -3.1% | -9.1% |
| YTD | +12.1% | -6.3% | +18.4% | +12.3% |
| 1Y | +14.1% | -4.0% | +18.0% | +13.7% |
| 3Y | +72.1% | +47.3% | +24.9% | +57.4% |
| 5Y | +34.1% | +47.7% | -13.6% | +23.7% |
| All | +34.1% | +47.6% | -13.5% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling