+91.0%
EEM vs S
+13.8%
+77.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | +3.1% | -5.8% | +8.9% | +3.7% |
| 30D | +4.9% | -9.2% | +14.1% | +5.6% |
| 3M | +5.2% | +23.4% | -18.1% | +2.4% |
| 6M | +20.7% | +36.9% | -16.2% | +15.7% |
| YTD | +26.5% | +29.5% | -3.1% | +21.7% |
| 1Y | +37.8% | +5.4% | +32.4% | +35.4% |
| 3Y | +91.0% | +14.7% | +76.3% | +76.9% |
| All | +91.0% | +13.8% | +77.2% | +76.9% |
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