+114.1%
EEM vs FIX
+3,723.8%
-3,609.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.9% | -13.9% | +13.1% | +1.8% |
| 30D | -9.3% | -35.5% | +26.2% | -1.3% |
| 3M | -7.1% | -33.9% | +26.9% | +0.3% |
| 6M | -10.4% | -43.3% | +32.9% | -0.6% |
| YTD | +11.3% | +18.7% | -7.4% | +5.7% |
| 1Y | +11.3% | +13.8% | -2.5% | +6.2% |
| 3Y | +69.6% | +495.0% | -425.3% | +5.9% |
| 5Y | +33.6% | +1,049.0% | -1,015.4% | -31.0% |
| 10Y | +114.1% | +3,644.4% | -3,530.3% | -17.9% |
| All | +114.1% | +3,723.8% | -3,609.7% | -17.9% |
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