+125.6%
EEM vs RF
+334.9%
-209.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.3% | +0.5% |
| 7D | +3.1% | +2.7% | +0.4% | +2.4% |
| 30D | +4.9% | -3.4% | +8.2% | +5.7% |
| 3M | +5.2% | +6.4% | -1.1% | +3.3% |
| 6M | +20.7% | +13.4% | +7.3% | +16.3% |
| YTD | +26.5% | +14.2% | +12.2% | +21.4% |
| 1Y | +37.8% | +15.7% | +22.1% | +31.6% |
| 3Y | +91.0% | +91.3% | -0.4% | +55.3% |
| 5Y | +47.0% | +89.8% | -42.7% | +17.0% |
| 10Y | +125.6% | +336.7% | -211.1% | +33.6% |
| All | +125.6% | +334.9% | -209.4% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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