+128.5%
EEM vs SPXU
-99.6%
+228.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +0.6% |
| 7D | -1.3% | +2.5% | -3.7% | -0.5% |
| 30D | +2.1% | +4.2% | -2.1% | +3.4% |
| 3M | +1.0% | -9.3% | +10.3% | -0.9% |
| 6M | +15.9% | -30.7% | +46.6% | +7.0% |
| YTD | +24.6% | -28.1% | +52.8% | +16.7% |
| 1Y | +32.3% | -35.2% | +67.5% | +21.2% |
| 3Y | +85.9% | -79.9% | +165.9% | +32.6% |
| 5Y | +45.4% | -86.4% | +131.8% | +4.6% |
| All | +128.5% | -99.6% | +228.1% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling