+83.9%
EEMV vs SPY
+322.5%
-238.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.8% |
| 7D | -1.2% | -0.8% | -0.5% | -0.8% |
| 30D | +1.7% | -1.1% | +2.8% | +2.4% |
| 3M | +2.5% | +3.9% | -1.4% | +0.4% |
| 6M | +16.4% | +13.6% | +2.8% | +8.7% |
| YTD | +19.6% | +12.7% | +6.9% | +12.2% |
| 1Y | +21.5% | +17.5% | +4.0% | +11.4% |
| 3Y | +52.2% | +76.9% | -24.7% | +9.6% |
| 5Y | +35.3% | +83.6% | -48.3% | -6.0% |
| All | +83.9% | +322.5% | -238.6% | -31.1% |
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