+31.0%
F vs EEM
+41.0%
-10.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.4% | +0.4% |
| 7D | +5.3% | +2.3% | +3.0% | +4.0% |
| 30D | +4.6% | +4.5% | +0.1% | +2.0% |
| 3M | -3.7% | -0.1% | -3.6% | -3.7% |
| 6M | +16.8% | +16.9% | -0.1% | +4.5% |
| YTD | +15.3% | +26.2% | -10.9% | 0.0% |
| 1Y | +31.0% | +40.5% | -9.5% | +8.5% |
| All | +31.0% | +41.0% | -10.0% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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