+40.4%
EEM vs S
-57.8%
+98.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 6M | +20.7% | +36.9% | -16.2% | +16.0% |
| YTD | +26.5% | +29.5% | -3.1% | +21.9% |
| 1Y | +37.8% | +5.4% | +32.4% | +35.4% |
| 3Y | +91.0% | +14.7% | +76.3% | +81.5% |
| 5Y | +47.0% | -71.5% | +118.6% | +48.8% |
| All | +40.4% | -57.8% | +98.1% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling