+46.6%
EEM vs FITB
+70.3%
-23.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.4% |
| 3M | +4.6% | +3.5% | +1.0% | +3.5% |
| 6M | +17.8% | +17.2% | +0.6% | +12.8% |
| YTD | +25.8% | +17.6% | +8.2% | +20.1% |
| 1Y | +36.4% | +23.4% | +13.0% | +28.4% |
| 3Y | +90.0% | +129.7% | -39.7% | +49.4% |
| 5Y | +46.6% | +68.4% | -21.8% | +25.4% |
| All | +46.6% | +70.3% | -23.7% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling