+13.1%
EEM vs FIG
-55.0%
+68.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.4% |
| 7D | +2.7% | +3.4% | -0.7% | +2.7% |
| 30D | -5.4% | -9.5% | +4.1% | -5.3% |
| 3M | -8.6% | -26.2% | +17.5% | -8.9% |
| 6M | -8.9% | +2.7% | -11.6% | -8.6% |
| YTD | +11.9% | -48.0% | +59.9% | +18.0% |
| 1Y | +13.1% | -52.0% | +65.1% | +20.6% |
| All | +13.1% | -55.0% | +68.1% | +20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling