+72.2%
F vs EEM
+109.9%
-37.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.3% |
| 7D | -0.2% | -0.9% | +0.6% | +0.2% |
| 30D | +0.9% | -9.3% | +10.2% | +8.6% |
| 3M | -11.3% | -7.1% | -4.3% | -6.8% |
| 6M | +2.0% | -10.4% | +12.4% | +9.3% |
| YTD | -3.2% | +11.3% | -14.4% | -14.0% |
| 1Y | -3.5% | +11.3% | -14.7% | -14.2% |
| 3Y | +48.1% | +69.6% | -21.5% | -9.4% |
| 5Y | -13.5% | +33.6% | -47.1% | -35.1% |
| 10Y | +72.2% | +114.1% | -42.0% | -5.0% |
| All | +72.2% | +109.9% | -37.8% | -5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling