+64.2%
T vs EEM
+47.0%
+17.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | -3.1% | +2.0% | -5.1% | -3.2% |
| 30D | +4.6% | +5.1% | -0.5% | +4.2% |
| 3M | +12.2% | +4.6% | +7.6% | +11.5% |
| 6M | -6.5% | +17.8% | -24.2% | -8.9% |
| YTD | +4.9% | +25.8% | -20.9% | +0.5% |
| 1Y | -10.5% | +36.4% | -46.9% | -15.8% |
| 3Y | +104.6% | +90.0% | +14.6% | +74.0% |
| 5Y | +64.2% | +46.6% | +17.6% | +50.4% |
| All | +64.2% | +47.0% | +17.2% | +50.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling