+47.0%
EEM vs REPL
-53.9%
+100.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | +3.1% | -5.7% | +8.8% | +3.2% |
| 30D | +4.9% | +22.5% | -17.6% | +4.4% |
| 3M | +5.2% | +64.7% | -59.4% | +3.3% |
| 6M | +20.7% | +83.0% | -62.3% | +16.0% |
| YTD | +26.5% | +52.0% | -25.5% | +21.9% |
| 1Y | +37.8% | +144.5% | -106.7% | +29.6% |
| 3Y | +91.0% | -25.1% | +116.0% | +79.1% |
| 5Y | +47.0% | -52.9% | +99.9% | +38.1% |
| All | +47.0% | -53.9% | +100.9% | +38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling