+854.3%
EEM vs FDS
+1,669.7%
-815.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +3.3% |
| 7D | +2.3% | -1.9% | +4.2% | +3.1% |
| 30D | +4.5% | +9.0% | -4.5% | +0.3% |
| 3M | -0.1% | +18.9% | -18.9% | -9.8% |
| 6M | +16.9% | +35.1% | -18.2% | -2.6% |
| YTD | +26.2% | +5.5% | +20.7% | +16.3% |
| 1Y | +40.5% | -16.8% | +57.3% | +43.1% |
| 3Y | +86.2% | -28.1% | +114.2% | +99.0% |
| 5Y | +45.5% | -17.4% | +62.9% | +40.3% |
| 10Y | +128.6% | +85.4% | +43.2% | +31.8% |
| All | +854.3% | +1,669.7% | -815.4% | +78.7% |
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 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