+128.4%
EEMV vs SPY
+717.1%
-588.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +1.0% | +0.5% | +0.4% | +0.6% |
| 30D | +3.4% | -0.9% | +4.4% | +4.0% |
| 3M | +6.0% | +3.9% | +2.1% | +3.6% |
| 6M | +18.9% | +14.5% | +4.3% | +9.5% |
| YTD | +20.2% | +12.9% | +7.3% | +11.7% |
| 1Y | +23.7% | +19.4% | +4.3% | +10.9% |
| 3Y | +54.6% | +78.5% | -23.8% | +5.6% |
| 5Y | +35.8% | +81.8% | -46.0% | -9.9% |
| 10Y | +81.0% | +311.5% | -230.6% | -38.8% |
| All | +128.4% | +717.1% | -588.7% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling