+91.0%
EEM vs FIVE
+56.0%
+35.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.1% | -3.3% | +1.2% |
| 7D | +2.3% | +4.3% | -1.9% | +1.8% |
| 30D | +4.5% | +12.5% | -8.0% | +2.9% |
| 3M | -0.1% | +31.2% | -31.3% | -3.6% |
| 6M | +16.9% | +14.4% | +2.6% | +14.4% |
| YTD | +26.2% | +33.9% | -7.7% | +21.2% |
| 1Y | +40.5% | +65.1% | -24.5% | +31.5% |
| All | +91.0% | +56.0% | +35.0% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling