+854.3%
EEM vs FITB
+128.3%
+725.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +2.3% | +0.6% | +1.7% | +2.2% |
| 30D | +4.5% | -4.7% | +9.3% | +5.8% |
| 3M | -0.1% | +6.7% | -6.7% | -1.9% |
| 6M | +16.9% | +12.6% | +4.4% | +13.0% |
| YTD | +26.2% | +19.1% | +7.1% | +19.9% |
| 1Y | +40.5% | +22.6% | +17.9% | +32.2% |
| 3Y | +86.2% | +127.1% | -40.9% | +46.7% |
| 5Y | +45.5% | +71.8% | -26.4% | +20.3% |
| 10Y | +128.6% | +287.2% | -158.5% | +42.1% |
| All | +854.3% | +128.3% | +725.9% | +569.3% |
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 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