+241.5%
EME vs FDS
-32.7%
+274.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -2.9% |
| 7D | +2.7% | -8.8% | +11.5% | +1.4% |
| 30D | -6.8% | -1.4% | -5.4% | -6.8% |
| 3M | -8.8% | +13.9% | -22.7% | -6.7% |
| 6M | +5.0% | +27.4% | -22.4% | +7.7% |
| YTD | +23.5% | -2.5% | +26.0% | +30.3% |
| 1Y | +21.3% | -23.8% | +45.1% | +36.1% |
| All | +241.5% | -32.7% | +274.2% | +272.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling