+53.6%
EEM vs SPOT
+269.3%
-215.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.7% |
| 7D | +2.7% | +1.6% | +1.1% | +2.4% |
| 30D | -5.4% | +16.9% | -22.3% | -7.8% |
| 3M | -8.6% | +23.0% | -31.6% | -11.9% |
| 6M | -8.9% | +42.2% | -51.1% | -14.7% |
| YTD | +11.9% | +5.5% | +6.4% | +9.1% |
| 1Y | +13.1% | -5.1% | +18.1% | +12.2% |
| 3Y | +70.7% | +257.9% | -187.3% | +29.4% |
| 5Y | +31.8% | +118.4% | -86.6% | +4.5% |
| All | +53.6% | +269.3% | -215.7% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling