+45.0%
EEM vs RRX
+17.8%
+27.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.4% |
| 7D | -1.3% | -0.3% | -0.9% | -1.2% |
| 30D | +2.1% | -6.1% | +8.2% | +3.5% |
| 3M | +1.0% | -23.1% | +24.1% | +6.8% |
| 6M | +15.9% | -19.5% | +35.4% | +20.6% |
| YTD | +24.6% | +16.1% | +8.6% | +19.4% |
| 1Y | +32.3% | +12.9% | +19.4% | +26.9% |
| 3Y | +85.9% | +7.9% | +78.0% | +75.0% |
| All | +45.0% | +17.8% | +27.1% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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