+109.6%
EEM vs FIX
+4,032.2%
-3,922.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +0.9% |
| 7D | -0.1% | -7.2% | +7.1% | +0.9% |
| 30D | -8.6% | -35.1% | +26.5% | -0.8% |
| 3M | -7.0% | -34.3% | +27.2% | +0.4% |
| 6M | -9.7% | -42.9% | +33.2% | 0.0% |
| YTD | +12.1% | +19.5% | -7.3% | +6.4% |
| 1Y | +14.1% | +16.8% | -2.7% | +8.4% |
| 3Y | +72.1% | +506.7% | -434.6% | +7.2% |
| 5Y | +34.1% | +1,046.7% | -1,012.6% | -30.5% |
| 10Y | +109.6% | +3,800.0% | -3,690.4% | -17.5% |
| All | +109.6% | +4,032.2% | -3,922.6% | -17.5% |
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