+87.7%
EEM vs FHN
+129.0%
-41.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +5.5% |
| 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% | +33.2% |
| All | +87.7% | +129.0% | -41.3% | +54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling