+57.9%
EEM vs FGI
-70.4%
+128.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +7.5% | -5.7% | +1.7% |
| 7D | +2.3% | +0.5% | +1.8% | +2.3% |
| 30D | +4.5% | +65.4% | -60.9% | +3.0% |
| 3M | -0.1% | +23.5% | -23.6% | -1.2% |
| 6M | +16.9% | +60.5% | -43.6% | +14.0% |
| YTD | +26.2% | +30.0% | -3.8% | +23.4% |
| 1Y | +40.5% | +82.1% | -41.6% | +35.0% |
| 3Y | +86.2% | -4.4% | +90.6% | +79.7% |
| All | +57.9% | -70.4% | +128.3% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling