+34.1%
EEM vs FFIV
+42.4%
-8.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.6% | +2.3% |
| 7D | -0.1% | -2.1% | +2.0% | +0.4% |
| 30D | -8.6% | -33.8% | +25.1% | 0.0% |
| 3M | -7.0% | -20.6% | +13.6% | -3.2% |
| 6M | -9.7% | -10.2% | +0.5% | -9.0% |
| YTD | +12.1% | +24.5% | -12.3% | +3.1% |
| 1Y | +14.1% | +29.3% | -15.2% | +3.7% |
| 3Y | +72.1% | +103.8% | -31.7% | +32.5% |
| 5Y | +34.1% | +40.9% | -6.8% | +10.7% |
| All | +34.1% | +42.4% | -8.3% | +10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling