+44.5%
EEM vs FIG
-73.2%
+117.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +0.2% |
| 7D | +3.1% | -16.4% | +19.4% | +3.1% |
| 30D | +4.9% | -2.3% | +7.2% | +4.9% |
| 3M | +5.2% | +7.8% | -2.6% | +5.3% |
| 6M | +20.7% | -21.8% | +42.6% | +22.1% |
| YTD | +26.5% | -39.1% | +65.6% | +29.1% |
| 1Y | +37.8% | -56.6% | +94.5% | +42.8% |
| All | +44.5% | -73.2% | +117.8% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling