+40.5%
EEM vs FIX
+128.3%
-87.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.3% |
| 7D | +2.3% | +6.0% | -3.7% | +0.7% |
| 30D | +4.5% | -7.2% | +11.8% | +6.4% |
| 3M | -0.1% | -15.9% | +15.8% | +3.8% |
| 6M | +16.9% | +12.7% | +4.2% | +13.2% |
| YTD | +26.2% | +72.8% | -46.6% | +15.0% |
| 1Y | +40.5% | +122.9% | -82.4% | +26.3% |
| All | +40.5% | +128.3% | -87.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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