+56.7%
EEM vs U
-33.1%
+89.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.5% | -1.6% |
| 7D | +5.3% | +2.8% | +2.5% | +5.0% |
| 30D | -7.0% | +7.6% | -14.6% | -8.0% |
| 3M | -8.0% | +12.7% | -20.7% | -9.5% |
| 6M | -6.6% | +87.0% | -93.6% | -13.3% |
| YTD | +12.3% | +13.6% | -1.3% | +8.3% |
| 1Y | +12.2% | +25.3% | -13.1% | +6.8% |
| 3Y | +71.2% | +85.8% | -14.6% | +49.4% |
| 5Y | +32.2% | -74.5% | +106.7% | +30.5% |
| All | +56.7% | -33.1% | +89.8% | +46.4% |
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