+30.3%
EEM vs FIG
-77.7%
+107.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.4% |
| 7D | +0.7% | -14.3% | +15.0% | +0.9% |
| 30D | -6.2% | -13.6% | +7.4% | -6.1% |
| 3M | -5.2% | -23.7% | +18.5% | -5.0% |
| 6M | -8.1% | -5.4% | -2.8% | -8.2% |
| YTD | +14.0% | -49.2% | +63.2% | +16.5% |
| 1Y | +13.8% | -57.4% | +71.2% | +17.0% |
| All | +30.3% | -77.7% | +107.9% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling