+570.4%
EME vs FGI
-69.8%
+640.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.6% | +2.5% |
| 7D | +5.2% | +5.2% | 0.0% | +5.1% |
| 30D | -5.4% | +65.2% | -70.6% | -6.1% |
| 3M | -6.1% | +30.2% | -36.3% | -6.7% |
| 6M | +9.7% | +87.8% | -78.2% | +7.9% |
| YTD | +26.6% | +32.5% | -5.9% | +24.8% |
| 1Y | +24.6% | +93.6% | -69.0% | +22.2% |
| 3Y | +249.6% | -2.6% | +252.2% | +246.0% |
| All | +570.4% | -69.8% | +640.2% | +576.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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