+307.8%
SPY vs EEM
+121.0%
+186.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +2.6% | +2.7% | -0.1% | +0.9% |
| 30D | -2.0% | -5.4% | +3.4% | +1.5% |
| 3M | -2.8% | -8.6% | +5.9% | +2.7% |
| 6M | +2.1% | -8.9% | +11.0% | +7.1% |
| YTD | +11.5% | +11.9% | -0.4% | +0.9% |
| 1Y | +13.5% | +13.1% | +0.4% | +2.0% |
| 3Y | +77.7% | +70.7% | +7.0% | +19.3% |
| 5Y | +72.6% | +31.8% | +40.8% | +37.4% |
| All | +307.8% | +121.0% | +186.8% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling