+32.5%
EEM vs XRT
-2.3%
+34.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.8% |
| 7D | -0.7% | -3.6% | +2.9% | +0.8% |
| 30D | +2.4% | -6.7% | +9.1% | +5.4% |
| 3M | +4.2% | -1.4% | +5.5% | +3.8% |
| 6M | +14.8% | +1.7% | +13.1% | +12.0% |
| YTD | +23.1% | -1.5% | +24.6% | +21.4% |
| 1Y | +32.5% | -2.5% | +35.0% | +31.1% |
| All | +32.5% | -2.3% | +34.9% | +31.1% |
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