+121.9%
EEM vs FN
+763.2%
-641.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.7% | -0.7% |
| 7D | +5.3% | +20.8% | -15.5% | +1.7% |
| 30D | -7.0% | -17.3% | +10.3% | -4.6% |
| 3M | -8.0% | -38.1% | +30.1% | -1.4% |
| 6M | -6.6% | -44.2% | +37.6% | +0.7% |
| YTD | +12.3% | -22.3% | +34.6% | +12.4% |
| 1Y | +12.2% | -20.9% | +33.1% | +11.4% |
| 3Y | +71.2% | +111.1% | -39.8% | +32.8% |
| 5Y | +32.2% | +191.8% | -159.6% | -8.0% |
| All | +121.9% | +763.2% | -641.3% | +18.4% |
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