+45.0%
EEM vs FISV
-53.5%
+98.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.4% | -4.2% | +0.7% |
| 7D | -1.3% | -2.7% | +1.4% | -1.0% |
| 30D | +2.1% | 0.0% | +2.0% | +2.0% |
| 3M | +1.0% | -2.8% | +3.8% | +0.9% |
| 6M | +15.9% | -11.8% | +27.7% | +16.9% |
| YTD | +24.6% | -23.2% | +47.9% | +27.6% |
| 1Y | +32.3% | -62.0% | +94.3% | +46.2% |
| 3Y | +85.9% | -57.6% | +143.5% | +86.3% |
| All | +45.0% | -53.5% | +98.4% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling