+32.3%
EEM vs FTI
+89.7%
-57.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.1% |
| 7D | -1.3% | -4.4% | +3.1% | -0.6% |
| 30D | +2.1% | +1.5% | +0.6% | +1.9% |
| 3M | +1.0% | +8.2% | -7.2% | -0.4% |
| 6M | +15.9% | +18.8% | -2.9% | +10.3% |
| YTD | +24.6% | +71.7% | -47.0% | +11.4% |
| 1Y | +32.3% | +90.0% | -57.8% | +14.8% |
| All | +32.3% | +89.7% | -57.4% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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