+475.0%
EME vs FGI
-66.3%
+541.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.2% | -6.8% | -0.6% |
| 7D | +11.3% | +13.5% | -2.2% | +11.2% |
| 30D | -14.6% | +17.1% | -31.7% | -14.6% |
| 3M | -20.4% | +78.0% | -98.4% | -21.1% |
| 6M | -28.3% | +46.4% | -74.7% | -28.8% |
| YTD | +8.6% | +47.7% | -39.2% | +6.9% |
| 1Y | +3.2% | +56.8% | -53.6% | +1.6% |
| 3Y | +216.8% | +12.3% | +204.5% | +212.8% |
| All | +475.0% | -66.3% | +541.3% | +479.6% |
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