+128.5%
EEM vs FITB
+290.8%
-162.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +2.1% | -5.7% | +7.7% | +3.6% |
| 3M | +1.0% | +3.2% | -2.1% | -0.1% |
| 6M | +15.9% | +23.4% | -7.5% | +9.1% |
| YTD | +24.6% | +18.8% | +5.9% | +18.2% |
| 1Y | +32.3% | +25.0% | +7.3% | +23.5% |
| 3Y | +85.9% | +131.2% | -45.3% | +43.7% |
| 5Y | +45.4% | +70.7% | -25.3% | +19.3% |
| All | +128.5% | +290.8% | -162.3% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling