+851.2%
EEM vs RSG
+2,477.4%
-1,626.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.7% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +5.1% | +3.7% | +1.4% | +2.8% |
| 3M | +4.6% | +6.2% | -1.6% | 0.0% |
| 6M | +17.8% | -2.8% | +20.5% | +17.4% |
| YTD | +25.8% | +5.9% | +19.9% | +18.9% |
| 1Y | +36.4% | -1.8% | +38.2% | +34.2% |
| 3Y | +90.0% | +57.5% | +32.5% | +36.2% |
| 5Y | +46.6% | +91.1% | -44.5% | -10.2% |
| 10Y | +132.3% | +428.1% | -295.8% | -32.0% |
| All | +851.2% | +2,477.4% | -1,626.2% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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