+78.5%
SPY vs EEM
+90.8%
-12.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +0.5% | +3.1% | -2.5% | -1.1% |
| 30D | -0.9% | +4.9% | -5.8% | -3.5% |
| 3M | +3.9% | +5.2% | -1.3% | +0.5% |
| 6M | +14.5% | +20.7% | -6.2% | +1.1% |
| YTD | +12.9% | +26.5% | -13.5% | -3.8% |
| 1Y | +19.4% | +37.8% | -18.5% | -4.2% |
| 3Y | +78.5% | +91.0% | -12.5% | +12.7% |
| All | +78.5% | +90.8% | -12.4% | +12.7% |
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