+854.3%
EEM vs RBA
+2,286.6%
-1,432.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | +2.3% | -2.9% | +5.3% | +3.3% |
| 30D | +4.5% | -12.3% | +16.8% | +8.9% |
| 3M | -0.1% | -20.5% | +20.5% | +6.8% |
| 6M | +16.9% | -18.5% | +35.5% | +23.7% |
| YTD | +26.2% | -18.2% | +44.5% | +32.6% |
| 1Y | +40.5% | -27.5% | +68.0% | +53.3% |
| 3Y | +86.2% | +38.1% | +48.1% | +59.1% |
| 5Y | +45.5% | +44.8% | +0.7% | +17.4% |
| 10Y | +128.6% | +187.1% | -58.5% | +32.2% |
| All | +854.3% | +2,286.6% | -1,432.3% | +198.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling