+114.1%
EEM vs FIVE
+562.8%
-448.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -0.9% | +7.3% | -8.2% | -2.2% |
| 30D | -9.3% | +18.1% | -27.4% | -12.1% |
| 3M | -7.1% | +7.7% | -14.8% | -8.6% |
| 6M | -10.4% | +13.6% | -24.0% | -13.2% |
| YTD | +11.3% | +34.6% | -23.3% | +4.1% |
| 1Y | +11.3% | +66.2% | -55.0% | 0.0% |
| 3Y | +69.6% | +43.5% | +26.2% | +49.7% |
| 5Y | +33.6% | +20.7% | +13.0% | +18.4% |
| 10Y | +114.1% | +541.5% | -427.4% | +41.8% |
| All | +114.1% | +562.8% | -448.7% | +41.8% |
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