+43.8%
EEM vs FIG
-74.1%
+117.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | -0.5% |
| 7D | +2.0% | -14.5% | +16.4% | +2.0% |
| 30D | +5.1% | -13.3% | +18.4% | +5.1% |
| 3M | +4.6% | +7.4% | -2.8% | +4.6% |
| 6M | +17.8% | -27.8% | +45.6% | +19.3% |
| YTD | +25.8% | -41.1% | +66.9% | +28.4% |
| 1Y | +36.4% | -58.7% | +95.1% | +41.3% |
| All | +43.8% | -74.1% | +117.9% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling