+72.1%
EEM vs U
+90.5%
-18.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.1% | +32.3% | -32.4% | -2.9% |
| 30D | -8.6% | +9.7% | -18.3% | -9.6% |
| 3M | -7.0% | +19.6% | -26.6% | -8.9% |
| 6M | -9.7% | +82.6% | -92.3% | -15.4% |
| YTD | +12.1% | +16.4% | -4.3% | +8.4% |
| 1Y | +14.1% | +28.5% | -14.4% | +8.9% |
| 3Y | +72.1% | +103.8% | -31.6% | +49.1% |
| All | +72.1% | +90.5% | -18.4% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling