+132.3%
EEM vs STM
+656.4%
-524.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +2.0% | +1.7% | +0.3% | +1.5% |
| 30D | +5.1% | -5.2% | +10.2% | +6.5% |
| 3M | +4.6% | -29.6% | +34.2% | +14.1% |
| 6M | +17.8% | +54.4% | -36.6% | +1.5% |
| YTD | +25.8% | +99.5% | -73.7% | +0.2% |
| 1Y | +36.4% | +100.8% | -64.4% | +7.5% |
| 3Y | +90.0% | +20.2% | +69.8% | +65.8% |
| 5Y | +46.6% | +21.1% | +25.4% | +22.2% |
| 10Y | +132.3% | +664.5% | -532.3% | +10.4% |
| All | +132.3% | +656.4% | -524.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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