+21,537.7%
EME vs FDS
+9,502.8%
+12,034.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.8% |
| 7D | +1.9% | -1.9% | +3.8% | +2.4% |
| 30D | -8.3% | +9.0% | -17.3% | -10.9% |
| 3M | -10.7% | +18.9% | -29.6% | -17.3% |
| 6M | +1.9% | +35.1% | -33.2% | -10.7% |
| YTD | +23.5% | +5.5% | +18.0% | +15.7% |
| 1Y | +18.0% | -16.8% | +34.8% | +18.1% |
| 3Y | +236.1% | -28.1% | +264.2% | +249.3% |
| 5Y | +527.9% | -17.4% | +545.3% | +517.3% |
| 10Y | +1,252.8% | +85.4% | +1,167.3% | +895.7% |
| All | +21,537.7% | +9,502.8% | +12,034.9% | +8,395.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling