+83.6%
EEM vs FISV
-59.8%
+143.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.2% |
| 7D | -0.7% | -7.2% | +6.5% | -0.5% |
| 30D | +2.4% | -7.2% | +9.6% | +2.6% |
| 3M | +4.2% | -8.2% | +12.3% | +4.3% |
| 6M | +14.8% | -17.7% | +32.5% | +15.5% |
| YTD | +23.1% | -27.2% | +50.3% | +24.6% |
| 1Y | +32.5% | -63.0% | +95.5% | +38.4% |
| All | +83.6% | -59.8% | +143.4% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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