+121.1%
EEM vs RNG
+309.1%
-188.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.5% | +0.7% |
| 7D | +3.1% | -0.8% | +3.9% | +3.1% |
| 30D | +4.9% | +11.4% | -6.5% | +3.4% |
| 3M | +5.2% | +72.1% | -66.9% | -2.5% |
| 6M | +20.7% | +67.9% | -47.2% | +11.4% |
| YTD | +26.5% | +144.3% | -117.9% | +9.8% |
| 1Y | +37.8% | +117.5% | -79.7% | +21.2% |
| 3Y | +91.0% | +123.9% | -32.9% | +62.5% |
| 5Y | +47.0% | -70.1% | +117.1% | +55.2% |
| 10Y | +125.6% | +215.9% | -90.3% | +62.7% |
| All | +121.1% | +309.1% | -188.0% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling