+746.2%
EEM vs FTI
+2,058.0%
-1,311.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.4% | -1.0% |
| 7D | +2.7% | +4.3% | -1.6% | +1.3% |
| 30D | -5.4% | -4.7% | -0.7% | -4.1% |
| 3M | -8.6% | -13.5% | +4.9% | -4.5% |
| 6M | -8.9% | -8.7% | -0.2% | -7.0% |
| YTD | +11.9% | +49.0% | -37.1% | -3.4% |
| 1Y | +13.1% | +54.0% | -40.9% | -3.6% |
| 3Y | +70.7% | +211.6% | -141.0% | +9.7% |
| 5Y | +31.8% | +881.9% | -850.1% | -48.3% |
| 10Y | +119.5% | +188.1% | -68.6% | +10.5% |
| All | +746.2% | +2,058.0% | -1,311.8% | +76.7% |
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