+111.4%
EEM vs FN
+2,887.5%
-2,776.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.7% | -9.5% | +0.3% |
| 7D | -2.8% | 0.0% | -2.8% | -3.2% |
| 30D | -11.9% | -34.3% | +22.4% | -6.3% |
| 3M | -8.8% | -39.9% | +31.1% | -2.2% |
| 6M | -11.6% | -51.8% | +40.2% | -2.8% |
| YTD | +9.0% | -28.1% | +37.2% | +10.7% |
| 1Y | +10.6% | -29.1% | +39.6% | +12.0% |
| 3Y | +64.4% | +102.4% | -38.1% | +32.7% |
| 5Y | +31.0% | +171.7% | -140.6% | -2.3% |
| 10Y | +105.6% | +773.5% | -667.9% | +21.3% |
| All | +111.4% | +2,887.5% | -2,776.1% | +5.8% |
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