+32.3%
EEM vs XYZ
+7.1%
+25.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | -1.3% | -4.3% | +3.0% | -0.5% |
| 30D | +2.1% | +1.2% | +0.9% | +1.7% |
| 3M | +1.0% | +14.6% | -13.6% | -1.8% |
| 6M | +15.9% | +22.6% | -6.6% | +11.2% |
| YTD | +24.6% | +21.7% | +3.0% | +20.0% |
| 1Y | +32.3% | +6.7% | +25.6% | +31.9% |
| All | +32.3% | +7.1% | +25.2% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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