+45.0%
EEM vs FND
-63.3%
+108.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.1% |
| 7D | -1.3% | -5.8% | +4.5% | -0.3% |
| 30D | +2.1% | -20.2% | +22.3% | +6.0% |
| 3M | +1.0% | -12.0% | +13.0% | +2.7% |
| 6M | +15.9% | -18.5% | +34.4% | +18.8% |
| YTD | +24.6% | -22.3% | +46.9% | +28.3% |
| 1Y | +32.3% | -47.6% | +79.9% | +45.3% |
| 3Y | +85.9% | -49.8% | +135.7% | +99.5% |
| All | +45.0% | -63.3% | +108.3% | +56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling