+32.2%
EEM vs FHN
+61.2%
-29.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.4% |
| 7D | +2.7% | +2.1% | +0.6% | +2.4% |
| 30D | -5.4% | +3.8% | -9.2% | -5.8% |
| 3M | -8.6% | -8.9% | +0.3% | -7.7% |
| 6M | -8.9% | +1.8% | -10.7% | -9.2% |
| YTD | +11.9% | +0.6% | +11.3% | +11.7% |
| 1Y | +13.1% | +12.9% | +0.1% | +11.5% |
| 3Y | +70.7% | +126.4% | -55.7% | +57.9% |
| All | +32.2% | +61.2% | -29.0% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling