+74.3%
F vs EEM
+109.9%
-35.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.1% |
| 7D | +1.0% | -0.9% | +1.8% | +1.4% |
| 30D | +2.1% | -9.3% | +11.5% | +9.9% |
| 3M | -10.3% | -7.1% | -3.2% | -5.7% |
| 6M | +3.3% | -10.4% | +13.6% | +10.6% |
| YTD | -2.0% | +11.3% | -13.3% | -12.9% |
| 1Y | -2.3% | +11.3% | -13.5% | -13.2% |
| 3Y | +49.9% | +69.6% | -19.7% | -8.3% |
| 5Y | -12.5% | +33.6% | -46.1% | -34.3% |
| 10Y | +74.3% | +114.1% | -39.9% | -3.9% |
| All | +74.3% | +109.9% | -35.7% | -3.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling