+256.3%
EEM vs XRT
+514.3%
-258.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.2% |
| 7D | +2.3% | +0.8% | +1.5% | +1.8% |
| 30D | +4.5% | -4.2% | +8.7% | +7.2% |
| 3M | -0.1% | +5.1% | -5.1% | -3.6% |
| 6M | +16.9% | +2.4% | +14.5% | +14.7% |
| YTD | +26.2% | +3.2% | +23.0% | +22.9% |
| 1Y | +40.5% | +1.5% | +39.0% | +37.7% |
| 3Y | +86.2% | +40.6% | +45.6% | +43.2% |
| 5Y | +45.5% | -1.0% | +46.4% | +33.5% |
| 10Y | +128.6% | +128.4% | +0.2% | -3.7% |
| All | +256.3% | +514.3% | -258.1% | -43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling