+30.7%
EMB vs FHN
+125.8%
-95.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | -0.3% | -2.6% | +2.3% | -0.1% |
| 3M | -0.3% | 0.0% | -0.3% | -0.3% |
| 6M | +0.7% | +9.2% | -8.5% | 0.0% |
| YTD | +1.3% | +4.3% | -3.1% | +0.8% |
| 1Y | +4.7% | +10.8% | -6.1% | +3.6% |
| 3Y | +30.1% | +130.7% | -100.6% | +20.7% |
| 5Y | +6.9% | +87.4% | -80.5% | -1.2% |
| 10Y | +30.7% | +126.9% | -96.1% | +13.1% |
| All | +30.7% | +125.8% | -95.1% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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