+32.7%
EEM vs RF
+45.7%
-13.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +5.3% | +0.4% | +5.0% | +5.2% |
| 30D | -7.0% | +5.6% | -12.6% | -8.2% |
| 3M | -8.0% | -8.9% | +0.9% | -6.1% |
| 6M | -6.6% | +7.1% | -13.7% | -8.5% |
| YTD | +12.3% | +8.3% | +4.0% | +9.5% |
| 1Y | +12.2% | +16.8% | -4.7% | +7.3% |
| 3Y | +71.2% | +115.0% | -43.8% | +37.0% |
| All | +32.7% | +45.7% | -13.0% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling