+45.8%
ON vs EEM
+32.4%
+13.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.0% | +2.0% |
| 7D | -4.7% | -0.7% | -4.0% | -3.8% |
| 30D | -13.5% | +2.4% | -15.9% | -16.7% |
| 3M | -36.3% | +4.2% | -40.5% | -38.4% |
| 6M | +17.8% | +14.8% | +3.0% | +1.4% |
| YTD | +29.6% | +23.1% | +6.5% | -4.0% |
| 1Y | +45.8% | +32.5% | +13.3% | -7.0% |
| All | +45.8% | +32.4% | +13.4% | -7.0% |
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