+418.9%
EME vs FDS
-23.2%
+442.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +8.4% | +1.5% | +6.9% | +8.4% |
| 30D | -11.5% | +14.8% | -26.3% | -11.7% |
| 3M | -20.6% | +16.3% | -36.9% | -20.8% |
| 6M | -28.5% | +66.2% | -94.7% | -31.9% |
| YTD | +8.0% | +16.2% | -8.2% | +10.9% |
| 1Y | +6.8% | +21.8% | -15.1% | +7.5% |
| 3Y | +213.9% | -23.9% | +237.8% | +267.7% |
| All | +418.9% | -23.2% | +442.1% | +492.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling