+59.8%
ON vs EEM
+45.2%
+14.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.3% | +7.3% | +6.6% |
| 7D | +2.4% | -1.3% | +3.6% | +4.4% |
| 30D | -8.6% | +2.1% | -10.7% | -11.5% |
| 3M | -34.3% | +1.0% | -35.4% | -34.1% |
| 6M | +28.5% | +15.9% | +12.6% | +5.2% |
| YTD | +40.6% | +24.6% | +16.0% | +2.4% |
| 1Y | +55.3% | +32.3% | +23.0% | +3.9% |
| 3Y | -22.2% | +85.9% | -108.1% | -68.6% |
| All | +59.8% | +45.2% | +14.7% | -7.4% |
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