+128.5%
EEM vs RRC
+4.9%
+123.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.4% |
| 7D | -1.3% | -1.8% | +0.5% | -1.1% |
| 30D | +2.1% | +2.7% | -0.6% | +1.8% |
| 3M | +1.0% | +8.8% | -7.8% | 0.0% |
| 6M | +15.9% | -1.2% | +17.1% | +15.7% |
| YTD | +24.6% | +17.6% | +7.1% | +22.1% |
| 1Y | +32.3% | +18.4% | +13.8% | +29.2% |
| 3Y | +85.9% | +33.1% | +52.8% | +77.9% |
| 5Y | +45.4% | +148.2% | -102.8% | +27.4% |
| All | +128.5% | +4.9% | +123.6% | +97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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