+66.2%
EEM vs REPL
+36.8%
+29.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.7% | +1.2% | +1.4% | +2.6% |
| 30D | -5.4% | +92.2% | -97.6% | -7.7% |
| 3M | -8.6% | +44.1% | -52.7% | -10.0% |
| 6M | -8.9% | +313.0% | -321.9% | -16.0% |
| YTD | +11.9% | +125.2% | -113.3% | +2.9% |
| 1Y | +13.1% | +143.8% | -130.7% | +3.5% |
| 3Y | +70.7% | +104.2% | -33.5% | +37.2% |
| 5Y | +31.8% | -34.5% | +66.3% | +14.4% |
| All | +66.2% | +36.8% | +29.4% | +21.0% |
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