+749.3%
EEM vs FITB
+126.2%
+623.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.2% |
| 7D | +5.3% | +0.8% | +4.5% | +5.1% |
| 30D | -7.0% | +7.3% | -14.3% | -8.7% |
| 3M | -8.0% | -6.3% | -1.7% | -6.5% |
| 6M | -6.6% | +12.6% | -19.2% | -9.8% |
| YTD | +12.3% | +18.0% | -5.6% | +6.9% |
| 1Y | +12.2% | +28.9% | -16.7% | +4.3% |
| 3Y | +71.2% | +139.4% | -68.2% | +33.4% |
| 5Y | +32.2% | +47.2% | -15.0% | +14.0% |
| 10Y | +120.3% | +213.0% | -92.7% | +44.8% |
| All | +749.3% | +126.2% | +623.1% | +496.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling