+1,284.9%
EME vs FDS
+66.9%
+1,218.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.8% | +5.0% | +0.5% |
| 7D | +0.9% | -16.0% | +16.9% | +4.9% |
| 30D | -8.4% | -6.7% | -1.7% | -7.3% |
| 3M | -3.6% | +6.0% | -9.6% | -6.9% |
| 6M | +3.6% | +25.1% | -21.5% | -6.5% |
| YTD | +22.5% | -8.1% | +30.7% | +22.0% |
| 1Y | +18.2% | -26.0% | +44.2% | +27.0% |
| 3Y | +238.4% | -36.4% | +274.8% | +280.2% |
| 5Y | +550.5% | -27.7% | +578.3% | +578.5% |
| All | +1,284.9% | +66.9% | +1,218.0% | +843.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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