+746.2%
EEM vs FLR
+253.8%
+492.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | +2.7% | +5.4% | -2.7% | +1.1% |
| 30D | -5.4% | +2.8% | -8.2% | -6.2% |
| 3M | -8.6% | -6.4% | -2.2% | -7.2% |
| 6M | -8.9% | +8.8% | -17.7% | -11.9% |
| YTD | +11.9% | +23.6% | -11.7% | +3.2% |
| 1Y | +13.1% | +13.8% | -0.7% | +6.6% |
| 3Y | +70.7% | +36.5% | +34.2% | +43.1% |
| 5Y | +31.8% | +119.3% | -87.6% | -9.1% |
| 10Y | +119.5% | +8.0% | +111.6% | +51.3% |
| All | +746.2% | +253.8% | +492.4% | +245.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling