-7.3%
F vs EEM
+12.0%
-19.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.1% |
| 7D | -3.9% | +5.3% | -9.2% | -6.3% |
| 30D | -0.5% | -7.0% | +6.5% | +3.2% |
| 3M | -12.9% | -8.0% | -4.9% | -9.4% |
| 6M | +1.5% | -6.6% | +8.2% | +3.7% |
| YTD | -5.0% | +12.3% | -17.4% | -15.4% |
| 1Y | -7.3% | +12.2% | -19.5% | -16.7% |
| All | -7.3% | +12.0% | -19.3% | -16.7% |
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