+43.6%
EEM vs FTI
+1,109.5%
-1,065.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.7% |
| 7D | -0.7% | -5.6% | +4.9% | +0.1% |
| 30D | +2.4% | +0.4% | +2.0% | +2.3% |
| 3M | +4.2% | +8.1% | -4.0% | +2.8% |
| 6M | +14.8% | +16.7% | -1.9% | +11.7% |
| YTD | +23.1% | +70.0% | -46.9% | +13.3% |
| 1Y | +32.5% | +85.4% | -52.9% | +20.3% |
| 3Y | +85.9% | +265.9% | -180.0% | +50.9% |
| 5Y | +43.6% | +1,072.7% | -1,029.2% | -4.2% |
| All | +43.6% | +1,109.5% | -1,065.9% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling