+44.6%
EEM vs FN
+289.0%
-244.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.4% |
| 7D | +2.3% | -1.7% | +4.0% | +2.6% |
| 30D | +4.5% | -22.0% | +26.5% | +7.9% |
| 3M | -0.1% | -43.0% | +42.9% | +7.2% |
| 6M | +16.9% | -27.7% | +44.7% | +20.3% |
| YTD | +26.2% | -10.5% | +36.7% | +25.5% |
| 1Y | +40.5% | +12.5% | +28.0% | +34.7% |
| 3Y | +86.2% | +153.8% | -67.6% | +51.4% |
| All | +44.6% | +289.0% | -244.4% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling