+47.0%
EEM vs RBA
+44.6%
+2.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | +3.1% | -1.1% | +4.1% | +3.3% |
| 30D | +4.9% | -13.2% | +18.1% | +7.4% |
| 3M | +5.2% | -21.4% | +26.6% | +9.2% |
| 6M | +20.7% | -20.9% | +41.6% | +24.9% |
| YTD | +26.5% | -19.9% | +46.3% | +30.2% |
| 1Y | +37.8% | -28.7% | +66.5% | +44.9% |
| 3Y | +91.0% | +27.4% | +63.6% | +79.4% |
| 5Y | +47.0% | +41.7% | +5.3% | +30.3% |
| All | +47.0% | +44.6% | +2.4% | +30.3% |
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 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