+91.0%
EEM vs SPOT
+230.8%
-139.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.4% |
| 7D | +3.1% | -2.9% | +5.9% | +3.3% |
| 30D | +4.9% | +8.3% | -3.4% | +4.1% |
| 3M | +5.2% | +5.1% | +0.2% | +4.6% |
| 6M | +20.7% | -6.5% | +27.2% | +21.2% |
| YTD | +26.5% | -9.0% | +35.4% | +27.2% |
| 1Y | +37.8% | -26.4% | +64.2% | +42.0% |
| 3Y | +91.0% | +240.0% | -149.1% | +56.9% |
| All | +91.0% | +230.8% | -139.8% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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