+43.6%
EEM vs RNG
-70.1%
+113.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.3% | -2.1% |
| 7D | -0.7% | -9.6% | +8.9% | +0.3% |
| 30D | +2.4% | +8.8% | -6.4% | +1.4% |
| 3M | +4.2% | +78.6% | -74.5% | -2.6% |
| 6M | +14.8% | +70.3% | -55.5% | +7.2% |
| YTD | +23.1% | +140.3% | -117.2% | +9.2% |
| 1Y | +32.5% | +126.6% | -94.1% | +18.1% |
| 3Y | +85.9% | +120.2% | -34.3% | +61.6% |
| 5Y | +43.6% | -68.3% | +111.9% | +45.0% |
| All | +43.6% | -70.1% | +113.7% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling