+854.3%
EEM vs FIX
+112,270.8%
-111,416.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.3% |
| 7D | +2.3% | +6.0% | -3.7% | +0.7% |
| 30D | +4.5% | -7.2% | +11.8% | +6.4% |
| 3M | -0.1% | -15.9% | +15.8% | +4.0% |
| 6M | +16.9% | +12.7% | +4.2% | +11.7% |
| YTD | +26.2% | +72.8% | -46.6% | +7.0% |
| 1Y | +40.5% | +122.9% | -82.4% | +9.7% |
| 3Y | +86.2% | +774.3% | -688.1% | -8.9% |
| 5Y | +45.5% | +2,049.5% | -2,004.0% | -47.2% |
| 10Y | +128.6% | +5,821.5% | -5,692.8% | -45.1% |
| All | +854.3% | +112,270.8% | -111,416.6% | +27.1% |
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