+121.1%
EEM vs FE
+126.1%
-5.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.4% | -0.6% |
| 7D | +2.7% | +1.2% | +1.5% | +2.4% |
| 30D | -5.4% | +4.5% | -9.9% | -6.4% |
| 3M | -8.6% | +1.3% | -10.0% | -9.0% |
| 6M | -8.9% | +8.7% | -17.5% | -10.9% |
| YTD | +11.9% | +9.2% | +2.7% | +9.2% |
| 1Y | +13.1% | +7.0% | +6.1% | +10.8% |
| 3Y | +70.7% | +51.4% | +19.3% | +52.3% |
| 5Y | +31.8% | +47.7% | -15.9% | +17.0% |
| All | +121.1% | +126.1% | -5.0% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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