+6,312.1%
ON vs EEM
+860.9%
+5,451.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | -0.8% |
| 7D | +2.4% | +2.3% | +0.1% | +0.2% |
| 30D | -3.3% | +4.5% | -7.8% | -7.4% |
| 3M | -43.6% | -0.1% | -43.5% | -42.4% |
| 6M | +19.0% | +16.9% | +2.0% | +4.9% |
| YTD | +37.4% | +26.2% | +11.1% | +12.5% |
| 1Y | +54.8% | +40.5% | +14.3% | +15.0% |
| 3Y | -25.2% | +86.2% | -111.4% | -56.3% |
| 5Y | +62.7% | +45.5% | +17.3% | +24.0% |
| 10Y | +574.3% | +128.6% | +445.7% | +283.3% |
| All | +6,312.1% | +860.9% | +5,451.1% | +553.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling