+2,926.4%
V vs EEM
+128.5%
+2,798.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -2.0% |
| 7D | -1.7% | +2.3% | -4.0% | -3.0% |
| 30D | +2.0% | +4.5% | -2.6% | -0.7% |
| 3M | +17.4% | -0.1% | +17.4% | +15.7% |
| 6M | +17.5% | +16.9% | +0.6% | +4.7% |
| YTD | +7.6% | +26.2% | -18.6% | -8.6% |
| 1Y | +7.7% | +40.5% | -32.8% | -14.3% |
| 3Y | +54.7% | +86.2% | -31.5% | +2.8% |
| 5Y | +73.0% | +45.5% | +27.6% | +32.5% |
| 10Y | +390.9% | +128.6% | +262.2% | +188.6% |
| All | +2,926.4% | +128.5% | +2,798.0% | +1,677.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling