+70.7%
EEM vs FND
-39.5%
+110.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | 0.0% |
| 7D | +2.7% | -6.8% | +9.5% | +3.9% |
| 30D | -5.4% | +8.0% | -13.4% | -6.8% |
| 3M | -8.6% | -18.9% | +10.3% | -5.7% |
| 6M | -8.9% | +4.7% | -13.6% | -10.6% |
| YTD | +11.9% | -21.6% | +33.5% | +14.4% |
| 1Y | +13.1% | -22.0% | +35.1% | +15.6% |
| 3Y | +70.7% | -40.4% | +111.1% | +72.0% |
| All | +70.7% | -39.5% | +110.2% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling