+109.6%
EEM vs FIVE
+596.6%
-487.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.6% | -2.7% | +1.8% |
| 7D | -0.1% | +6.2% | -6.3% | -1.2% |
| 30D | -8.6% | +18.2% | -26.8% | -11.5% |
| 3M | -7.0% | +3.8% | -10.9% | -8.0% |
| 6M | -9.7% | +13.7% | -23.4% | -12.5% |
| YTD | +12.1% | +34.7% | -22.6% | +4.9% |
| 1Y | +14.1% | +66.6% | -52.6% | +2.5% |
| 3Y | +72.1% | +44.3% | +27.8% | +51.8% |
| 5Y | +34.1% | +18.8% | +15.3% | +19.3% |
| 10Y | +109.6% | +569.2% | -459.6% | +41.4% |
| All | +109.6% | +596.6% | -487.0% | +41.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling