-11.6%
EEM vs FIX
-49.0%
+37.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +0.8% |
| 7D | -2.8% | -17.5% | +14.7% | +1.2% |
| 30D | -11.9% | -41.6% | +29.6% | +1.9% |
| 3M | -8.8% | -40.6% | +31.8% | +4.5% |
| 6M | -11.6% | -49.4% | +37.7% | +5.4% |
| All | -11.6% | -49.0% | +37.3% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling