-27.4%
ON vs EEM
+90.8%
-118.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.7% |
| 7D | -2.2% | +3.1% | -5.2% | -6.6% |
| 30D | -12.4% | +4.9% | -17.3% | -18.7% |
| 3M | -41.2% | +5.2% | -46.4% | -44.5% |
| 6M | +25.0% | +20.7% | +4.3% | -3.5% |
| YTD | +31.3% | +26.5% | +4.8% | -6.7% |
| 1Y | +45.4% | +37.8% | +7.6% | -9.3% |
| 3Y | -27.4% | +91.0% | -118.4% | -70.9% |
| All | -27.4% | +90.8% | -118.2% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling