+86.8%
EEM vs REPL
-9.7%
+96.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +2.0% | -9.6% | +11.6% | +2.3% |
| 30D | +5.1% | +5.7% | -0.6% | +4.8% |
| 3M | +4.6% | +56.4% | -51.8% | +1.2% |
| 6M | +17.8% | +67.4% | -49.7% | +9.7% |
| YTD | +25.8% | +48.7% | -22.8% | +17.6% |
| 1Y | +36.4% | +148.3% | -111.9% | +21.5% |
| 3Y | +90.0% | -26.7% | +116.7% | +64.3% |
| 5Y | +46.6% | -54.1% | +100.7% | +28.5% |
| All | +86.8% | -9.7% | +96.5% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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