+724.1%
EEM vs FIX
+70,902.0%
-70,177.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +0.7% |
| 7D | -2.8% | -17.5% | +14.7% | +1.7% |
| 30D | -11.9% | -41.6% | +29.6% | +0.7% |
| 3M | -8.8% | -40.6% | +31.8% | +3.4% |
| 6M | -11.6% | -49.4% | +37.7% | +3.9% |
| YTD | +9.0% | +9.2% | -0.2% | +3.2% |
| 1Y | +10.6% | +6.5% | +4.1% | +4.9% |
| 3Y | +64.4% | +448.7% | -384.4% | -9.5% |
| 5Y | +31.0% | +948.7% | -917.7% | -42.3% |
| 10Y | +105.6% | +3,659.7% | -3,554.1% | -44.7% |
| All | +724.1% | +70,902.0% | -70,177.9% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling