+25.3%
F vs EEM
+38.4%
-13.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.3% |
| 7D | +1.2% | +3.1% | -1.9% | -0.5% |
| 30D | +1.2% | +4.9% | -3.6% | -1.5% |
| 3M | -5.7% | +5.2% | -10.9% | -9.0% |
| 6M | +17.9% | +20.7% | -2.8% | +2.9% |
| YTD | +10.4% | +26.5% | -16.1% | -4.5% |
| 1Y | +25.3% | +37.8% | -12.5% | +4.1% |
| All | +25.3% | +38.4% | -13.0% | +4.1% |
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