+128.5%
EEM vs FDS
+64.8%
+63.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.5% |
| 7D | -1.3% | -14.0% | +12.7% | +2.2% |
| 30D | +2.1% | -6.2% | +8.3% | +3.3% |
| 3M | +1.0% | +10.2% | -9.1% | -2.8% |
| 6M | +15.9% | +27.4% | -11.5% | +5.5% |
| YTD | +24.6% | -9.3% | +33.9% | +25.1% |
| 1Y | +32.3% | -28.6% | +60.9% | +42.9% |
| 3Y | +85.9% | -36.8% | +122.7% | +106.2% |
| 5Y | +45.4% | -28.6% | +74.0% | +50.4% |
| All | +128.5% | +64.8% | +63.7% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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