+87.7%
EEM vs FTI
+274.9%
-187.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +2.0% | -2.3% | +4.3% | +2.4% |
| 30D | +5.1% | +5.0% | 0.0% | +4.2% |
| 3M | +4.6% | +13.8% | -9.3% | +2.1% |
| 6M | +17.8% | +22.9% | -5.1% | +13.1% |
| YTD | +25.8% | +75.0% | -49.2% | +14.0% |
| 1Y | +36.4% | +96.9% | -60.5% | +21.0% |
| All | +87.7% | +274.9% | -187.3% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling