+32.5%
EEM vs FDS
-28.0%
+60.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.8% | +3.7% | -2.8% |
| 7D | -0.7% | -16.0% | +15.3% | -2.5% |
| 30D | +2.4% | -6.7% | +9.1% | +1.7% |
| 3M | +4.2% | +6.0% | -1.8% | +5.4% |
| 6M | +14.8% | +25.1% | -10.3% | +17.1% |
| YTD | +23.1% | -8.1% | +31.2% | +25.1% |
| 1Y | +32.5% | -26.0% | +58.6% | +36.5% |
| All | +32.5% | -28.0% | +60.5% | +36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling