+72.1%
EEM vs S
+49.1%
+23.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.2% | +2.1% |
| 7D | -0.1% | +1.6% | -1.7% | -0.3% |
| 30D | -8.6% | -10.5% | +1.8% | -7.9% |
| 3M | -7.0% | +9.9% | -16.9% | -8.2% |
| 6M | -9.7% | +41.8% | -51.5% | -13.4% |
| YTD | +12.1% | +56.8% | -44.7% | +6.0% |
| 1Y | +14.1% | +39.0% | -24.9% | +9.0% |
| 3Y | +72.1% | +53.8% | +18.3% | +63.5% |
| All | +72.1% | +49.1% | +23.0% | +63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling