+33.6%
EEM vs XRT
-1.7%
+35.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | -0.9% | +4.1% | -5.0% | -2.3% |
| 30D | -9.3% | +9.9% | -19.3% | -12.6% |
| 3M | -7.1% | +2.3% | -9.3% | -8.1% |
| 6M | -10.4% | +9.6% | -20.0% | -13.8% |
| YTD | +11.3% | +9.1% | +2.1% | +7.1% |
| 1Y | +11.3% | +16.2% | -5.0% | +4.6% |
| 3Y | +69.6% | +60.1% | +9.6% | +39.6% |
| 5Y | +33.6% | -0.5% | +34.1% | +26.2% |
| All | +33.6% | -1.7% | +35.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling