+749.3%
EEM vs FDS
+1,844.1%
-1,094.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.1% |
| 7D | +5.3% | -2.6% | +7.9% | +6.4% |
| 30D | -7.0% | +14.1% | -21.1% | -12.5% |
| 3M | -8.0% | +19.8% | -27.8% | -16.2% |
| 6M | -6.6% | +55.0% | -61.6% | -26.8% |
| YTD | +12.3% | +15.9% | -3.6% | -1.8% |
| 1Y | +12.2% | +24.2% | -12.0% | -5.7% |
| 3Y | +71.2% | -24.0% | +95.3% | +77.4% |
| 5Y | +32.2% | -23.3% | +55.6% | +32.6% |
| 10Y | +120.3% | +128.0% | -7.7% | +13.4% |
| All | +749.3% | +1,844.1% | -1,094.8% | +50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling