+854.3%
EEM vs FFIV
+5,991.6%
-5,137.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +1.9% |
| 7D | +2.3% | -1.0% | +3.3% | +2.6% |
| 30D | +4.5% | -5.1% | +9.6% | +5.9% |
| 3M | -0.1% | -4.5% | +4.4% | +1.0% |
| 6M | +16.9% | +36.5% | -19.5% | +6.3% |
| YTD | +26.2% | +53.0% | -26.7% | +10.6% |
| 1Y | +40.5% | +24.2% | +16.3% | +29.9% |
| 3Y | +86.2% | +137.2% | -51.0% | +40.5% |
| 5Y | +45.5% | +91.8% | -46.3% | +14.4% |
| 10Y | +128.6% | +215.2% | -86.5% | +50.2% |
| All | +854.3% | +5,991.6% | -5,137.3% | +153.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling