+91.0%
EEM vs STM
+23.1%
+67.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | 0.0% | +1.4% |
| 7D | +2.3% | +5.8% | -3.5% | +1.0% |
| 30D | +4.5% | -1.0% | +5.5% | +4.6% |
| 3M | -0.1% | -33.3% | +33.2% | +8.6% |
| 6M | +16.9% | +57.4% | -40.4% | +4.8% |
| YTD | +26.2% | +102.2% | -76.0% | +7.2% |
| 1Y | +40.5% | +99.6% | -59.1% | +18.9% |
| All | +91.0% | +23.1% | +67.9% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling