+995.4%
TER vs EEM
+121.0%
+874.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -4.9% |
| 7D | +14.4% | +2.7% | +11.7% | +10.8% |
| 30D | -30.6% | -5.4% | -25.2% | -23.7% |
| 3M | -39.2% | -8.6% | -30.5% | -29.1% |
| 6M | -31.3% | -8.9% | -22.4% | -16.4% |
| YTD | +29.1% | +11.9% | +17.1% | +23.6% |
| 1Y | +47.4% | +13.1% | +34.4% | +39.8% |
| 3Y | +191.2% | +70.7% | +120.6% | +71.3% |
| 5Y | +74.0% | +31.8% | +42.2% | +41.3% |
| All | +995.4% | +121.0% | +874.4% | +497.0% |
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