-11.6%
EEM vs FE
+4.5%
-16.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.0% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -11.9% | +5.2% | -17.1% | -10.3% |
| 3M | -8.8% | 0.0% | -8.7% | -9.0% |
| 6M | -11.6% | +5.0% | -16.7% | -9.1% |
| All | -11.6% | +4.5% | -16.1% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling