+856.1%
EEM vs FTI
+2,445.6%
-1,589.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.9% |
| 7D | +3.1% | -0.2% | +3.3% | +3.1% |
| 30D | +4.9% | +12.3% | -7.5% | +0.7% |
| 3M | +5.2% | +13.8% | -8.5% | +0.3% |
| 6M | +20.7% | +24.3% | -3.6% | +11.1% |
| YTD | +26.5% | +75.8% | -49.3% | +3.7% |
| 1Y | +37.8% | +99.6% | -61.8% | +7.8% |
| 3Y | +91.0% | +278.4% | -187.5% | +14.8% |
| 5Y | +47.0% | +1,168.7% | -1,121.7% | -47.5% |
| 10Y | +125.6% | +297.5% | -171.9% | -0.4% |
| All | +856.1% | +2,445.6% | -1,589.5% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling