+144.8%
EEM vs FN
+3,620.5%
-3,475.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.3% |
| 7D | +2.3% | -1.7% | +4.0% | +2.6% |
| 30D | +4.5% | -22.0% | +26.5% | +8.3% |
| 3M | -0.1% | -43.0% | +42.9% | +8.3% |
| 6M | +16.9% | -27.7% | +44.7% | +20.5% |
| YTD | +26.2% | -10.5% | +36.7% | +24.8% |
| 1Y | +40.5% | +12.5% | +28.0% | +32.9% |
| 3Y | +86.2% | +153.8% | -67.6% | +46.0% |
| 5Y | +45.5% | +288.0% | -242.5% | +2.8% |
| 10Y | +128.6% | +906.4% | -777.8% | +32.6% |
| All | +144.8% | +3,620.5% | -3,475.7% | +19.2% |
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 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