-9.8%
T vs EEM
+11.5%
-21.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | -0.1% |
| 7D | +2.5% | +2.7% | -0.1% | +3.3% |
| 30D | -3.8% | -5.4% | +1.6% | -5.2% |
| 3M | -8.7% | -8.6% | -0.1% | -10.9% |
| 6M | -8.1% | -8.9% | +0.8% | -9.8% |
| YTD | -6.4% | +11.9% | -18.4% | -4.3% |
| 1Y | -9.8% | +13.1% | -22.8% | -7.6% |
| All | -9.8% | +11.5% | -21.3% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling