+43.6%
EEM vs FLR
+230.6%
-187.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -1.8% |
| 7D | -0.7% | -6.9% | +6.2% | +0.5% |
| 30D | +2.4% | +1.1% | +1.3% | +2.1% |
| 3M | +4.2% | +14.3% | -10.2% | +1.4% |
| 6M | +14.8% | +19.1% | -4.3% | +10.5% |
| YTD | +23.1% | +35.1% | -12.0% | +16.1% |
| 1Y | +32.5% | +29.5% | +3.1% | +25.4% |
| 3Y | +85.9% | +53.0% | +32.9% | +65.4% |
| 5Y | +43.6% | +238.9% | -195.4% | +12.2% |
| All | +43.6% | +230.6% | -187.0% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling