+114.1%
EEM vs FE
+110.9%
+3.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -0.9% | -0.5% | -0.3% | -0.8% |
| 30D | -9.3% | +4.3% | -13.6% | -10.2% |
| 3M | -7.1% | +0.4% | -7.5% | -7.2% |
| 6M | -10.4% | +6.9% | -17.3% | -12.0% |
| YTD | +11.3% | +8.0% | +3.3% | +8.9% |
| 1Y | +11.3% | +4.8% | +6.4% | +9.5% |
| 3Y | +69.6% | +49.0% | +20.7% | +51.9% |
| 5Y | +33.6% | +46.2% | -12.6% | +18.9% |
| 10Y | +114.1% | +120.9% | -6.8% | +82.6% |
| All | +114.1% | +110.9% | +3.2% | +82.6% |
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