+125.7%
EEM vs XRT
+125.1%
+0.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -0.7% | -3.6% | +2.9% | +0.7% |
| 30D | +2.4% | -6.7% | +9.1% | +5.2% |
| 3M | +4.2% | -1.4% | +5.5% | +4.4% |
| 6M | +14.8% | +1.7% | +13.1% | +13.7% |
| YTD | +23.1% | -1.5% | +24.6% | +23.4% |
| 1Y | +32.5% | -2.5% | +35.0% | +33.2% |
| 3Y | +85.9% | +39.9% | +46.0% | +59.1% |
| 5Y | +43.6% | -2.6% | +46.2% | +38.6% |
| All | +125.7% | +125.1% | +0.6% | +35.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling