+40.5%
EEM vs FND
-36.4%
+76.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.5% |
| 7D | +2.3% | -5.2% | +7.5% | +3.3% |
| 30D | +4.5% | -19.9% | +24.4% | +8.7% |
| 3M | -0.1% | +2.7% | -2.8% | -1.7% |
| 6M | +16.9% | -21.7% | +38.6% | +19.4% |
| YTD | +26.2% | -17.5% | +43.7% | +27.5% |
| 1Y | +40.5% | -39.3% | +79.8% | +48.9% |
| All | +40.5% | -36.4% | +76.9% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling