+121.1%
EEM vs XRT
+136.4%
-15.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.7% | +1.7% | +0.9% | +2.0% |
| 30D | -5.4% | +7.5% | -12.9% | -8.3% |
| 3M | -8.6% | +2.2% | -10.8% | -9.7% |
| 6M | -8.9% | +14.7% | -23.5% | -14.2% |
| YTD | +11.9% | +7.5% | +4.4% | +8.1% |
| 1Y | +13.1% | +14.1% | -1.0% | +6.6% |
| 3Y | +70.7% | +58.8% | +11.9% | +38.6% |
| 5Y | +31.8% | -3.9% | +35.7% | +28.3% |
| All | +121.1% | +136.4% | -15.2% | +25.5% |
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 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