+40.5%
EEM vs FLR
+31.2%
+9.3%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.3% | +4.2% | +2.4% |
| 7D | +2.3% | +5.4% | -3.1% | +0.9% |
| 30D | +4.5% | +11.4% | -6.8% | +1.1% |
| 3M | -0.1% | +11.4% | -11.5% | -3.4% |
| 6M | +16.9% | +16.6% | +0.3% | +10.5% |
| YTD | +26.2% | +41.7% | -15.5% | +15.8% |
| 1Y | +40.5% | +35.4% | +5.1% | +30.2% |
| All | +40.5% | +31.2% | +9.3% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling