+125.6%
EEM vs FIX
+5,976.4%
-5,850.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -0.3% |
| 7D | +3.1% | +6.1% | -3.0% | +1.8% |
| 30D | +4.9% | -2.7% | +7.5% | +5.3% |
| 3M | +5.2% | -10.9% | +16.2% | +7.2% |
| 6M | +20.7% | +29.0% | -8.3% | +13.9% |
| YTD | +26.5% | +76.9% | -50.4% | +11.9% |
| 1Y | +37.8% | +130.7% | -92.9% | +14.8% |
| 3Y | +91.0% | +790.7% | -699.7% | +12.0% |
| 5Y | +47.0% | +2,185.6% | -2,138.5% | -33.0% |
| 10Y | +125.6% | +5,993.3% | -5,867.7% | -16.5% |
| All | +125.6% | +5,976.4% | -5,850.8% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling