+30.4%
EEM vs RBA
+44.1%
-13.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.4% |
| 7D | -2.8% | +4.3% | -7.1% | -3.5% |
| 30D | -11.9% | +16.3% | -28.3% | -14.3% |
| 3M | -8.8% | +1.3% | -10.1% | -9.1% |
| 6M | -11.6% | -11.1% | -0.6% | -10.3% |
| YTD | +9.0% | -8.5% | +17.5% | +9.6% |
| 1Y | +10.6% | -2.1% | +12.7% | +9.8% |
| 3Y | +64.4% | +44.6% | +19.8% | +50.8% |
| All | +30.4% | +44.1% | -13.8% | +20.7% |
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