-3.5%
F vs EEM
+11.7%
-15.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.5% |
| 7D | -0.2% | -0.9% | +0.6% | +0.1% |
| 30D | +0.9% | -9.3% | +10.2% | +6.0% |
| 3M | -11.3% | -7.1% | -4.3% | -8.4% |
| 6M | +2.0% | -10.4% | +12.4% | +7.0% |
| YTD | -3.2% | +11.3% | -14.4% | -13.3% |
| 1Y | -3.5% | +11.3% | -14.7% | -12.9% |
| All | -3.5% | +11.7% | -15.2% | -12.9% |
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