+130.7%
EEM vs FHN
+127.8%
+2.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.0% | 0.0% | +1.9% | +2.0% |
| 30D | +5.1% | -2.6% | +7.7% | +5.6% |
| 3M | +4.6% | 0.0% | +4.5% | +4.4% |
| 6M | +17.8% | +9.2% | +8.5% | +15.6% |
| YTD | +25.8% | +4.3% | +21.5% | +24.4% |
| 1Y | +36.4% | +10.8% | +25.6% | +33.0% |
| 3Y | +90.0% | +130.7% | -40.7% | +57.4% |
| 5Y | +46.6% | +87.4% | -40.8% | +19.4% |
| All | +130.7% | +127.8% | +2.9% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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