+131.7%
EMB vs FHN
+110.4%
+21.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | -0.3% | -4.7% | +4.4% | -0.1% |
| 3M | -0.4% | +3.5% | -4.0% | -0.6% |
| 6M | +0.1% | +7.8% | -7.7% | -0.3% |
| YTD | +1.6% | +5.9% | -4.3% | +1.2% |
| 1Y | +5.6% | +12.5% | -6.9% | +4.9% |
| 3Y | +29.8% | +117.2% | -87.4% | +24.7% |
| 5Y | +7.3% | +86.5% | -79.3% | +2.8% |
| 10Y | +30.4% | +125.7% | -95.3% | +21.0% |
| All | +131.7% | +110.4% | +21.3% | +110.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling