+44.6%
EEM vs U
-68.9%
+113.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.9% |
| 7D | +2.3% | -3.8% | +6.1% | +2.7% |
| 30D | +4.5% | +17.5% | -12.9% | +2.5% |
| 3M | -0.1% | +38.7% | -38.8% | -3.9% |
| 6M | +16.9% | +104.4% | -87.5% | +7.4% |
| YTD | +26.2% | -5.7% | +31.9% | +24.5% |
| 1Y | +40.5% | +3.7% | +36.8% | +36.1% |
| 3Y | +86.2% | +12.3% | +73.9% | +71.0% |
| All | +44.6% | -68.9% | +113.5% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling