+87.7%
EEM vs FITB
+128.2%
-40.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +5.1% | -5.1% | +10.2% | +6.2% |
| 3M | +4.6% | +3.5% | +1.0% | +3.6% |
| 6M | +17.8% | +17.2% | +0.6% | +13.2% |
| YTD | +25.8% | +17.6% | +8.2% | +20.5% |
| 1Y | +36.4% | +23.4% | +13.0% | +29.1% |
| All | +87.7% | +128.2% | -40.5% | +50.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling