+15.0%
EEM vs XRT
+18.0%
-3.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.7% | -0.9% |
| 7D | -3.0% | +8.0% | -11.0% | -5.5% |
| 30D | -10.3% | +13.0% | -23.4% | -14.4% |
| 3M | -6.6% | +1.7% | -8.3% | -6.8% |
| 6M | -3.4% | +12.6% | -15.9% | -8.9% |
| YTD | +13.2% | +10.7% | +2.6% | +6.3% |
| 1Y | +15.0% | +18.4% | -3.4% | +6.5% |
| All | +15.0% | +18.0% | -3.0% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling