+132.3%
EEM vs FFIV
+239.4%
-107.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.9% | -4.4% | -1.7% |
| 7D | +2.0% | +3.5% | -1.5% | +0.9% |
| 30D | +5.1% | -1.3% | +6.4% | +5.3% |
| 3M | +4.6% | +2.4% | +2.2% | +3.4% |
| 6M | +17.8% | +41.8% | -24.0% | +5.3% |
| YTD | +25.8% | +58.5% | -32.7% | +8.2% |
| 1Y | +36.4% | +24.3% | +12.1% | +25.6% |
| 3Y | +90.0% | +152.0% | -62.0% | +36.5% |
| 5Y | +46.6% | +99.1% | -52.6% | +11.1% |
| 10Y | +132.3% | +242.8% | -110.5% | +41.9% |
| All | +132.3% | +239.4% | -107.2% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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