+114.1%
EEM vs FN
+772.0%
-657.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.8% | +4.0% | +0.1% |
| 7D | -0.9% | -4.1% | +3.2% | -0.5% |
| 30D | -9.3% | -28.3% | +19.0% | -4.7% |
| 3M | -7.1% | -33.9% | +26.8% | -1.6% |
| 6M | -10.4% | -43.9% | +33.5% | -3.4% |
| YTD | +11.3% | -23.4% | +34.7% | +11.7% |
| 1Y | +11.3% | -25.4% | +36.7% | +11.6% |
| 3Y | +69.6% | +107.9% | -38.3% | +32.1% |
| 5Y | +33.6% | +195.1% | -161.5% | -7.2% |
| 10Y | +114.1% | +794.1% | -680.0% | +14.6% |
| All | +114.1% | +772.0% | -657.8% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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