+106.9%
EEM vs FN
+2,575.5%
-2,468.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -14.2% | +8.5% | -3.5% |
| 7D | -7.4% | -16.0% | +8.5% | -5.1% |
| 30D | -15.0% | -40.1% | +25.1% | -8.1% |
| 3M | -11.7% | -43.9% | +32.2% | -4.2% |
| 6M | -10.8% | -55.6% | +44.9% | -0.5% |
| YTD | +6.7% | -35.7% | +42.3% | +10.4% |
| 1Y | +7.4% | -39.8% | +47.2% | +11.9% |
| 3Y | +62.1% | +80.3% | -18.2% | +33.5% |
| 5Y | +28.2% | +143.3% | -115.1% | -2.6% |
| 10Y | +101.2% | +682.3% | -581.1% | +20.9% |
| All | +106.9% | +2,575.5% | -2,468.6% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling