+854.3%
EEM vs RF
+148.7%
+705.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.3% | +1.3% | +1.0% | +2.0% |
| 30D | +4.5% | -3.6% | +8.1% | +5.5% |
| 3M | -0.1% | +8.1% | -8.1% | -2.3% |
| 6M | +16.9% | +11.5% | +5.5% | +13.2% |
| YTD | +26.2% | +15.6% | +10.7% | +20.8% |
| 1Y | +40.5% | +15.7% | +24.8% | +34.2% |
| 3Y | +86.2% | +86.9% | -0.7% | +53.3% |
| 5Y | +45.5% | +89.8% | -44.4% | +16.6% |
| 10Y | +128.6% | +344.7% | -216.0% | +35.4% |
| All | +854.3% | +148.7% | +705.6% | +439.7% |
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 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