+123.6%
EEM vs FN
+850.1%
-726.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.5% | +1.4% |
| 7D | +0.7% | +8.0% | -7.3% | -1.0% |
| 30D | -6.2% | -19.1% | +12.9% | -3.4% |
| 3M | -5.2% | -29.8% | +24.6% | -0.7% |
| 6M | -8.1% | -43.2% | +35.0% | -1.2% |
| YTD | +14.0% | -18.9% | +32.9% | +13.2% |
| 1Y | +13.8% | -17.9% | +31.7% | +12.3% |
| 3Y | +73.7% | +120.1% | -46.4% | +33.8% |
| 5Y | +34.6% | +206.7% | -172.1% | -7.3% |
| 10Y | +123.6% | +804.7% | -681.1% | +18.2% |
| All | +123.6% | +850.1% | -726.5% | +18.2% |
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