+73.8%
EEM vs FN
+121.0%
-47.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.9% | -3.5% | +1.6% |
| 7D | +0.7% | +8.0% | -7.3% | -0.6% |
| 30D | -6.2% | -19.1% | +12.9% | -4.0% |
| 3M | -5.2% | -29.8% | +24.6% | -1.7% |
| 6M | -8.1% | -43.2% | +35.0% | -2.8% |
| YTD | +14.0% | -18.9% | +32.9% | +14.4% |
| 1Y | +13.8% | -17.9% | +31.7% | +13.8% |
| All | +73.8% | +121.0% | -47.2% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling