+3.7%
F vs EEM
+14.8%
-11.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.5% |
| 7D | +6.0% | -3.0% | +9.0% | +7.6% |
| 30D | +4.3% | -10.3% | +14.6% | +10.4% |
| 3M | -10.1% | -6.6% | -3.4% | -7.1% |
| 6M | +12.8% | -3.4% | +16.1% | +12.5% |
| YTD | -0.1% | +13.2% | -13.3% | -10.2% |
| 1Y | +3.7% | +15.0% | -11.3% | -8.1% |
| All | +3.7% | +14.8% | -11.1% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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