+1,204.5%
SPY vs EEM
+755.2%
+449.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.4% |
| 7D | +3.3% | +5.3% | -2.0% | +0.3% |
| 30D | -2.7% | -7.0% | +4.3% | +1.2% |
| 3M | -1.7% | -8.0% | +6.3% | +2.6% |
| 6M | +3.1% | -6.6% | +9.7% | +6.0% |
| YTD | +11.9% | +12.3% | -0.4% | +3.3% |
| 1Y | +12.0% | +12.2% | -0.2% | +3.5% |
| 3Y | +78.2% | +71.2% | +7.0% | +29.5% |
| 5Y | +73.2% | +32.2% | +41.0% | +44.5% |
| 10Y | +309.6% | +120.3% | +189.3% | +156.5% |
| All | +1,204.5% | +755.2% | +449.4% | +279.5% |
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 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