+66.9%
T vs EEM
+130.4%
-63.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +4.3% | +2.4% | +1.9% | +3.5% |
| 3M | +11.6% | +4.2% | +7.4% | +9.4% |
| 6M | -5.6% | +14.8% | -20.4% | -10.9% |
| YTD | +6.6% | +23.1% | -16.5% | -2.4% |
| 1Y | -8.4% | +32.5% | -40.9% | -18.5% |
| 3Y | +107.8% | +85.9% | +22.0% | +59.4% |
| 5Y | +68.3% | +43.6% | +24.7% | +43.0% |
| All | +66.9% | +130.4% | -63.4% | +10.2% |
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