+15.0%
EEM vs FIVE
+63.3%
-48.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | -0.1% |
| 7D | -3.0% | +7.5% | -10.5% | -4.1% |
| 30D | -10.3% | +16.7% | -27.1% | -12.5% |
| 3M | -6.6% | +13.4% | -20.0% | -8.9% |
| 6M | -3.4% | +9.0% | -12.4% | -5.1% |
| YTD | +13.2% | +33.8% | -20.6% | +7.2% |
| 1Y | +15.0% | +61.2% | -46.2% | +6.6% |
| All | +15.0% | +63.3% | -48.2% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling