+128.5%
EEM vs FLR
+19.7%
+108.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | 0.0% | +1.1% |
| 7D | -1.3% | -3.5% | +2.2% | -0.8% |
| 30D | +2.1% | +4.2% | -2.1% | +1.5% |
| 3M | +1.0% | +8.1% | -7.0% | -0.3% |
| 6M | +15.9% | +21.5% | -5.6% | +12.4% |
| YTD | +24.6% | +36.8% | -12.1% | +19.1% |
| 1Y | +32.3% | +31.2% | +1.1% | +26.7% |
| 3Y | +85.9% | +53.9% | +32.0% | +71.0% |
| 5Y | +45.4% | +243.0% | -197.7% | +20.2% |
| All | +128.5% | +19.7% | +108.8% | +110.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling