+57.4%
EEM vs FGI
-69.1%
+126.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.5% |
| 7D | +2.0% | +14.7% | -12.7% | +1.8% |
| 30D | +5.1% | +67.0% | -61.9% | +3.5% |
| 3M | +4.6% | +31.0% | -26.4% | +3.3% |
| 6M | +17.8% | +126.8% | -109.1% | +14.2% |
| YTD | +25.8% | +35.6% | -9.8% | +23.0% |
| 1Y | +36.4% | +108.9% | -72.5% | +30.7% |
| 3Y | +90.0% | -0.3% | +90.3% | +83.3% |
| All | +57.4% | -69.1% | +126.5% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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