+47.0%
EEM vs FDS
-20.4%
+67.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.5% |
| 7D | +3.1% | -5.4% | +8.5% | +3.5% |
| 30D | +4.9% | +1.6% | +3.3% | +4.6% |
| 3M | +5.2% | +17.7% | -12.5% | +3.3% |
| 6M | +20.7% | +29.1% | -8.4% | +16.3% |
| YTD | +26.5% | +1.0% | +25.5% | +27.6% |
| 1Y | +37.8% | -21.6% | +59.5% | +47.6% |
| 3Y | +91.0% | -30.1% | +121.1% | +107.7% |
| 5Y | +47.0% | -20.7% | +67.8% | +58.7% |
| All | +47.0% | -20.4% | +67.4% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling