+724.1%
EEM vs RF
+131.5%
+592.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -2.8% | -0.9% | -1.9% | -2.5% |
| 30D | -11.9% | +6.0% | -18.0% | -13.3% |
| 3M | -8.8% | -8.9% | +0.1% | -6.6% |
| 6M | -11.6% | +2.3% | -14.0% | -12.5% |
| YTD | +9.0% | +7.6% | +1.5% | +6.3% |
| 1Y | +10.6% | +21.2% | -10.6% | +4.4% |
| 3Y | +64.4% | +108.5% | -44.2% | +31.8% |
| 5Y | +31.0% | +43.2% | -12.2% | +13.3% |
| 10Y | +105.6% | +288.1% | -182.5% | +26.1% |
| All | +724.1% | +131.5% | +592.7% | +374.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling