+34.1%
EEM vs REPL
-33.0%
+67.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.8% |
| 7D | -0.1% | +14.2% | -14.3% | -0.4% |
| 30D | -8.6% | +65.9% | -74.5% | -9.6% |
| 3M | -7.0% | +84.6% | -91.6% | -8.2% |
| 6M | -9.7% | +446.9% | -456.6% | -14.0% |
| YTD | +12.1% | +129.0% | -116.9% | +7.3% |
| 1Y | +14.1% | +167.9% | -153.8% | +8.6% |
| 3Y | +72.1% | +93.9% | -21.8% | +52.3% |
| 5Y | +34.1% | -33.0% | +67.1% | +27.5% |
| All | +34.1% | -33.0% | +67.1% | +27.5% |
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