+130.7%
EEM vs XRT
+126.9%
+3.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.1% |
| 7D | +2.0% | -2.4% | +4.4% | +3.0% |
| 30D | +5.1% | -6.9% | +12.0% | +8.0% |
| 3M | +4.6% | -0.4% | +5.0% | +4.4% |
| 6M | +17.8% | +2.2% | +15.5% | +16.4% |
| YTD | +25.8% | -0.7% | +26.5% | +25.7% |
| 1Y | +36.4% | -2.0% | +38.4% | +36.8% |
| 3Y | +90.0% | +41.0% | +49.0% | +62.1% |
| 5Y | +46.6% | -3.3% | +49.9% | +42.0% |
| All | +130.7% | +126.9% | +3.8% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling