+277.2%
TER vs EEM
+90.8%
+186.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +3.9% |
| 7D | +11.0% | +3.1% | +7.9% | +5.2% |
| 30D | -1.9% | +4.9% | -6.7% | -9.4% |
| 3M | -0.7% | +5.2% | -5.9% | -5.5% |
| 6M | +36.4% | +20.7% | +15.7% | +5.7% |
| YTD | +92.4% | +26.5% | +66.0% | +40.2% |
| 1Y | +213.5% | +37.8% | +175.7% | +103.2% |
| 3Y | +277.2% | +91.0% | +186.3% | +52.1% |
| All | +277.2% | +90.8% | +186.4% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling