+24.2%
EEM vs S
-51.7%
+76.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +2.7% | +2.0% | +0.7% | +2.5% |
| 30D | -5.4% | -2.7% | -2.7% | -5.2% |
| 3M | -8.6% | -6.9% | -1.8% | -8.4% |
| 6M | -8.9% | +38.1% | -46.9% | -12.6% |
| YTD | +11.9% | +48.0% | -36.1% | +6.2% |
| 1Y | +13.1% | +34.5% | -21.4% | +8.1% |
| 3Y | +70.7% | +38.3% | +32.3% | +58.9% |
| 5Y | +31.8% | -70.9% | +102.7% | +32.1% |
| All | +24.2% | -51.7% | +76.0% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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