+152.3%
EEM vs XYZ
+615.2%
-462.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.8% |
| 7D | +3.1% | +2.9% | +0.2% | +2.5% |
| 30D | +4.9% | +1.4% | +3.5% | +4.5% |
| 3M | +5.2% | +14.6% | -9.3% | +2.4% |
| 6M | +20.7% | +20.8% | -0.1% | +16.1% |
| YTD | +26.5% | +23.1% | +3.4% | +20.5% |
| 1Y | +37.8% | +5.6% | +32.2% | +34.4% |
| 3Y | +91.0% | +50.9% | +40.1% | +66.4% |
| 5Y | +47.0% | -68.6% | +115.6% | +59.8% |
| 10Y | +125.6% | +580.0% | -454.4% | +36.4% |
| All | +152.3% | +615.2% | -462.9% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling