+24.6%
EME vs FGI
+93.1%
-68.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.7% |
| 3M | -6.1% | +30.2% | -36.3% | -6.4% |
| 6M | +9.7% | +87.8% | -78.2% | +8.6% |
| YTD | +26.6% | +32.5% | -5.9% | +25.3% |
| 1Y | +24.6% | +93.6% | -69.0% | +25.3% |
| All | +24.6% | +93.1% | -68.5% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling