+87.7%
EEM vs FND
-50.0%
+137.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +2.0% | -0.8% | +2.8% | +2.1% |
| 30D | +5.1% | -19.6% | +24.7% | +8.8% |
| 3M | +4.6% | -4.3% | +8.9% | +4.6% |
| 6M | +17.8% | -20.4% | +38.2% | +20.8% |
| YTD | +25.8% | -21.9% | +47.7% | +29.0% |
| 1Y | +36.4% | -45.2% | +81.6% | +47.3% |
| All | +87.7% | -50.0% | +137.7% | +98.5% |
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