+128.5%
EEM vs RNG
+222.9%
-94.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.4% | +1.3% |
| 7D | -1.3% | -6.1% | +4.8% | -0.5% |
| 30D | +2.1% | +9.6% | -7.5% | +0.8% |
| 3M | +1.0% | +83.3% | -82.3% | -7.1% |
| 6M | +15.9% | +77.9% | -62.0% | +6.2% |
| YTD | +24.6% | +139.9% | -115.3% | +8.4% |
| 1Y | +32.3% | +121.7% | -89.4% | +16.0% |
| 3Y | +85.9% | +121.9% | -36.0% | +58.2% |
| 5Y | +45.4% | -68.4% | +113.7% | +53.6% |
| All | +128.5% | +222.9% | -94.4% | +61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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