+47.0%
EEM vs FE
+48.2%
-1.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +3.1% | +0.6% | +2.5% | +3.0% |
| 30D | +4.9% | -2.1% | +7.0% | +5.1% |
| 3M | +5.2% | +2.6% | +2.6% | +4.7% |
| 6M | +20.7% | -6.8% | +27.5% | +21.9% |
| YTD | +26.5% | +6.9% | +19.6% | +24.9% |
| 1Y | +37.8% | +11.6% | +26.3% | +35.0% |
| 3Y | +91.0% | +47.7% | +43.3% | +76.6% |
| 5Y | +47.0% | +46.2% | +0.8% | +34.6% |
| All | +47.0% | +48.2% | -1.1% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling