+32.2%
EEM vs FIX
+1,026.2%
-994.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +2.7% | +9.4% | -6.8% | +0.9% |
| 30D | -5.4% | -27.8% | +22.4% | -0.2% |
| 3M | -8.6% | -35.6% | +26.9% | -1.9% |
| 6M | -8.9% | -45.2% | +36.3% | +0.3% |
| YTD | +11.9% | +19.5% | -7.5% | +8.4% |
| 1Y | +13.1% | +24.2% | -11.2% | +8.7% |
| 3Y | +70.7% | +494.2% | -423.5% | +17.6% |
| All | +32.2% | +1,026.2% | -994.0% | -25.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling