+67.2%
F vs EEM
+121.8%
-54.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -1.7% |
| 7D | -3.9% | +5.3% | -9.2% | -7.9% |
| 30D | -0.5% | -7.0% | +6.5% | +5.0% |
| 3M | -12.9% | -8.0% | -4.9% | -7.7% |
| 6M | +1.5% | -6.6% | +8.2% | +5.2% |
| YTD | -5.0% | +12.3% | -17.4% | -16.3% |
| 1Y | -7.3% | +12.2% | -19.5% | -18.3% |
| 3Y | +45.3% | +71.2% | -26.0% | -12.0% |
| 5Y | -15.8% | +32.2% | -48.0% | -36.3% |
| All | +67.2% | +121.8% | -54.6% | -12.2% |
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