+747.7%
EEM vs FFIV
+4,857.1%
-4,109.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.6% | +2.2% |
| 7D | -0.1% | -2.1% | +2.0% | +0.5% |
| 30D | -8.6% | -33.8% | +25.1% | +1.6% |
| 3M | -7.0% | -20.6% | +13.6% | -2.1% |
| 6M | -9.7% | -10.2% | +0.5% | -8.3% |
| YTD | +12.1% | +24.5% | -12.3% | +2.9% |
| 1Y | +14.1% | +29.3% | -15.2% | +3.5% |
| 3Y | +72.1% | +103.8% | -31.7% | +34.0% |
| 5Y | +34.1% | +40.9% | -6.8% | +14.1% |
| 10Y | +109.6% | +126.6% | -17.0% | +49.7% |
| All | +747.7% | +4,857.1% | -4,109.4% | +135.5% |
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