+12.1%
EEM vs FN
-20.4%
+32.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +11.9% | -9.0% | +0.8% |
| 7D | -0.1% | +16.3% | -16.4% | -3.2% |
| 30D | -8.6% | -24.7% | +16.1% | -4.9% |
| 3M | -7.0% | -34.9% | +27.9% | -1.5% |
| 6M | -9.7% | -41.1% | +31.4% | -3.7% |
| YTD | +12.1% | -19.6% | +31.8% | +13.3% |
| All | +12.1% | -20.4% | +32.5% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling