+104.6%
EEM vs FIVE
+822.5%
-717.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.3% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -11.9% | +17.7% | -29.6% | -14.4% |
| 3M | -8.8% | +4.0% | -12.7% | -9.7% |
| 6M | -11.6% | +2.6% | -14.2% | -12.7% |
| YTD | +9.0% | +27.6% | -18.6% | +3.5% |
| 1Y | +10.6% | +59.9% | -49.4% | +0.9% |
| 3Y | +64.4% | +35.8% | +28.6% | +47.5% |
| 5Y | +31.0% | +14.4% | +16.6% | +17.9% |
| 10Y | +105.6% | +576.1% | -470.6% | +34.4% |
| All | +104.6% | +822.5% | -717.9% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling