+830.6%
EEM vs FISV
+525.1%
+305.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.4% |
| 7D | -0.7% | -7.2% | +6.5% | +2.6% |
| 30D | +2.4% | -7.2% | +9.6% | +5.4% |
| 3M | +4.2% | -8.2% | +12.3% | +6.0% |
| 6M | +14.8% | -17.7% | +32.5% | +21.7% |
| YTD | +23.1% | -27.2% | +50.3% | +37.0% |
| 1Y | +32.5% | -63.0% | +95.5% | +87.3% |
| 3Y | +85.9% | -59.8% | +145.7% | +127.8% |
| 5Y | +43.6% | -55.8% | +99.4% | +58.0% |
| 10Y | +127.2% | -2.4% | +129.6% | +27.0% |
| All | +830.6% | +525.1% | +305.5% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling