+13.1%
EEM vs XRT
+12.7%
+0.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | +2.7% | +1.7% | +0.9% | +2.1% |
| 30D | -5.4% | +7.5% | -12.9% | -7.9% |
| 3M | -8.6% | +2.2% | -10.8% | -9.2% |
| 6M | -8.9% | +14.7% | -23.5% | -15.5% |
| YTD | +11.9% | +7.5% | +4.4% | +6.1% |
| 1Y | +13.1% | +14.1% | -1.0% | +5.7% |
| All | +13.1% | +12.7% | +0.4% | +5.7% |
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