+72.4%
TER vs EEM
+33.5%
+38.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.9% | +9.9% | +8.0% |
| 7D | -5.8% | -0.1% | -5.6% | -4.5% |
| 30D | -38.9% | -8.6% | -30.3% | -27.9% |
| 3M | -35.1% | -7.0% | -28.1% | -24.7% |
| 6M | -31.6% | -9.7% | -21.9% | -13.7% |
| YTD | +27.2% | +12.1% | +15.1% | +20.0% |
| 1Y | +35.2% | +14.1% | +21.1% | +25.0% |
| 3Y | +192.8% | +72.1% | +120.7% | +59.1% |
| 5Y | +72.4% | +34.1% | +38.3% | +31.6% |
| All | +72.4% | +33.5% | +38.9% | +31.6% |
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 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