+108.3%
EEMO vs SPY
+322.5%
-214.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +0.9% |
| 7D | 0.0% | -0.8% | +0.8% | +0.7% |
| 30D | +5.5% | -1.1% | +6.6% | +6.5% |
| 3M | -2.4% | +3.9% | -6.3% | -5.0% |
| 6M | +28.9% | +13.6% | +15.3% | +17.7% |
| YTD | +31.2% | +12.7% | +18.5% | +20.6% |
| 1Y | +28.9% | +17.5% | +11.4% | +14.6% |
| 3Y | +68.8% | +76.9% | -8.1% | +7.7% |
| 5Y | +40.6% | +83.6% | -43.0% | -14.2% |
| All | +108.3% | +322.5% | -214.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling