-15.8%
F vs EEM
+30.1%
-45.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -2.5% |
| 7D | +1.6% | -2.8% | +4.4% | +3.6% |
| 30D | +2.6% | -11.9% | +14.6% | +13.2% |
| 3M | -8.8% | -8.8% | -0.1% | -2.7% |
| 6M | +4.6% | -11.6% | +16.3% | +13.3% |
| YTD | -1.9% | +9.0% | -10.9% | -13.0% |
| 1Y | -0.8% | +10.6% | -11.3% | -13.2% |
| 3Y | +43.5% | +64.4% | -20.9% | -17.5% |
| All | -15.8% | +30.1% | -45.9% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling