+47.0%
EEM vs FFIV
+92.2%
-45.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +3.1% | -1.5% | +4.6% | +3.5% |
| 30D | +4.9% | -2.7% | +7.5% | +5.4% |
| 3M | +5.2% | -1.7% | +6.9% | +5.4% |
| 6M | +20.7% | +36.1% | -15.4% | +11.0% |
| YTD | +26.5% | +52.6% | -26.2% | +12.5% |
| 1Y | +37.8% | +21.5% | +16.3% | +29.6% |
| 3Y | +91.0% | +142.7% | -51.7% | +44.5% |
| 5Y | +47.0% | +92.6% | -45.5% | +15.7% |
| All | +47.0% | +92.2% | -45.2% | +15.7% |
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