+75.6%
EEM vs U
-43.3%
+118.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +2.0% | +4.4% | -2.4% | +1.5% |
| 30D | +5.1% | -1.3% | +6.4% | +5.2% |
| 3M | +4.6% | +49.6% | -45.0% | -0.1% |
| 6M | +17.8% | +100.2% | -82.4% | +8.8% |
| YTD | +25.8% | -3.7% | +29.5% | +23.8% |
| 1Y | +36.4% | -6.5% | +42.9% | +33.8% |
| 3Y | +90.0% | +12.9% | +77.1% | +75.1% |
| 5Y | +46.6% | -68.3% | +114.9% | +42.8% |
| All | +75.6% | -43.3% | +118.8% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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