+40.7%
EEM vs FIG
-74.0%
+114.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.2% |
| 7D | -0.7% | -12.2% | +11.5% | -0.7% |
| 30D | +2.4% | -11.0% | +13.4% | +2.4% |
| 3M | +4.2% | +11.9% | -7.7% | +4.0% |
| 6M | +14.8% | -21.9% | +36.7% | +16.0% |
| YTD | +23.1% | -40.8% | +63.9% | +25.6% |
| 1Y | +32.5% | -56.6% | +89.2% | +37.3% |
| All | +40.7% | -74.0% | +114.6% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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