+121.1%
EEM vs FITB
+212.2%
-91.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +2.7% | +2.8% | -0.1% | +1.9% |
| 30D | -5.4% | +9.8% | -15.2% | -7.8% |
| 3M | -8.6% | -5.2% | -3.5% | -7.4% |
| 6M | -8.9% | +17.3% | -26.2% | -13.1% |
| YTD | +11.9% | +19.3% | -7.4% | +5.9% |
| 1Y | +13.1% | +32.7% | -19.6% | +3.8% |
| 3Y | +70.7% | +141.6% | -70.9% | +30.1% |
| 5Y | +31.8% | +48.9% | -17.1% | +12.3% |
| All | +121.1% | +212.2% | -91.1% | +42.4% |
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